## All combinations for levelplot

In a previous post I explained how to create all possible combinations of the levels of two factors using expand.grid(). Another use for this function is to create a regular grid for two variables to create a levelplot or a contour plot.

For example, let’s say that we have fitted a multiple linear regression to predict wood stiffness (stiff, the response) using basic density (bd) and a measure of microfibril angle (t) as explanatory variables. The regression equation could be something like stiffness = 3.439 + 0.009 bd - 0.052 t. In our dataset bd had a range of 300 to 700 kg m-3, while t had a range from 50 to 70.

We will use the levelplot() function that is part of the lattice package of graphical functions, create a grid for both explanatory variables (every 10 for bd and every 1 for t), predict values of stiffness for all combinations of bd and t, and plot the results.

This code creates a graph like this. Simple.

## On R versus SAS

A short while ago there was a discussion on linkedin about the use of SAS versus R for the enterprise. I have thought a bit about the issue but, as I do not use Linkedin, I did not make any comments there.

Disclaimer: I did use SAS a lot between 1992 and 1997, mostly for genetic evaluation, heavily relying on BASE, STAT, IML and GRAPH. From that point on, I was a light SAS user (mostly STAT and IML) until 2009. The main reason I left SAS was that I started using ASReml in 1997 and, around two years ago asreml-R, the R package version of ASReml. Through my job I can access any statistical software; if the university does not have a license, I can buy an academic one without any issues.

I think it is important to make a distinction between enterprise use and huge datasets. Some companies have large datasets, but there probably are many companies that need to analyze large numbers of small to medium size datasets. If we accept this premise, there is room to use a diversity of statistical packages, including both SAS and R.

Another topic that often appears in the R vs. SAS discussion is cost. SAS licenses are not cheap, but for many large companies the cost of having expensive researchers with lower productivity while they learn another “free” system can be really high. Same issue applies if there are legacy programs: converting software to a new system can be expensive and time consuming. Of course this situation is changing: new graduates are being exposed much more to R than to SAS in many departments. We now use R in many courses and students may end up working in a small company that will be happy not to spend any money to pay for a SAS license.

The problem of openness versus closed source is, in my opinion, a bit of a red herring. Most users of statistical software will never have a look at statistical code (think of people driving software with menus). Most users will not be tempted about reading the source code. Most users will not need to recompile the software to make it work in some strange supercomputer. Besides the merits of “feeling good about oneself” for using open software, most users will not worry about losing access to SAS software, as the company has been on business for several decades (typical scenario put forward by open source advocates). After making clear the previous few points I should highlight why I choose R over SAS for both academic and commercial use:

• There is good integration between the programming language and the statistical functions. Both SAS macros and IML are poorly integrated with the data step and procs.
• R is highly conducive to exploratory data analysis; visualization functions (either the lattice or the ggplot 2 packages) produce high quality plots that really help developing ideas to build models.
• Statistics is not defined by the software. If someone develops a new methodology or algorithm chances are that there will be an R implementation almost immediately. If I want to test a new idea I can scramble to write some code that connects packages developed by other researchers.
• It is relatively easy to integrate R with other languages, for example Python, to glue a variety of systems.
• asreml-r!
• I can exchange ideas with a huge number of people, because slowly R is becoming the de facto standard for many disciplines that make use of statistics.

Of course R has many drawbacks when compared to SAS; for example:

• The default editor in the Windows version is pathetic, while the one in OS X is pasable (code folding and proper refreshing would be great additions).
• R syntax can be horribly inconsistent across packages, making the learning process more difficult.
• There are many, too many, ways of doing the same thing, which can be confusing, particularly for newbies. For example, summarizing data by combinations of factors could be done using aggregate, summarize (from Hmisc), functions of the apply family, doBy, etc. Compare this situation to proc means.

No, I did not mention technical support (which I find a non-issue), access to large data sets (it is possible to integrate R with databases and ongoing work to process data that can’t fit in memory) or documentation. Concerning the latter, it would be helpful to have better R documentation, but SAS would also benefit from better manuals. There has been a huge number of books using R published recently and the documentation gap is closing. R would benefit of having good canonical documentation, something that all users could see first as the default documentation. The documentation included with the system is, how to call it, Spartan, and sometimes plain useless and confusing. A gigantic link to a searchable version of the R users email list from the main R project page would be great.

## Linear regression with correlated data

I started following the debate on differential minimum wage for youth (15-19 year old) and adults in New Zealand. Eric Crampton has written a nice series of blog posts, making the data from Statistics New Zealand available. I will use the nzunemployment.csv data file (with quarterly data from March 1986 to June 2011) and show an example of multiple linear regression with autocorrelated residuals in R.

A first approach could be to ignore autocorrelation and fit a linear model that attempts to predict youth unemployment with two explanatory variables: adult unemployment (continuous) and minimum wage rules (categorical: equal or different). This can be done using:

Remember that adult*minwage is expanded to adult + minwage + adult:minwage. We can make the coefficients easier to understand if we center adult unemployment on the mean of the first 80 quarters. Notice that we get the same slope, Adj-R2, etc. but now the intercept corresponds to the youth unemployment for the average adult unemployment before changing minimum wage rules. All additional analyses will use the centered version.

In the centered version, the intercept corresponds to youth unemployment when adult unemployment rate is 5.4 (average for the first 89 quarters). The coefficient of minwageEqual corresponds to the increase of youth unemployment (9.44%) when the law moved to have equal minimum wage for youth and adults. Notice that the slopes did not change at all.

I will use the function gls() from the nlme package (which comes by default with all R installations) to take into account the serial correlation. First we can fit a model equivalent to mod2, just to check that we get the same results.

Yes, they are identical. Notice that the model fitting is done using Restricted Maximum Likelihood (REML). Now we can add an autoregressive process of order 1 for the residuals and compare the two models:

There is a substantial improvement for the log likelihood (from -182 to -170). We can take into account the additional parameter (autocorrelation) that we are fitting by comparing AIC, which improved from 375.77 (-2*(-182.8861) + 2*5) to 368.52 (-2*(-170.5032) + 2*6). Remember that AIC is -2*logLikelihood + 2*number of parameters.

The file unemployment.txt contains the R code used in this post (I didn’t use the .R extension as WordPress complains).

## R pitfall #1: check data structure

A common problem when running a simple (or not so simple) analysis is forgetting that the levels of a factor has been coded using integers. R doesn’t know that this variable is supposed to be a factor and when fitting, for example, something as simple as a one-way anova (using lm()) the variable will be used as a covariate rather than as a factor.

There is a series of steps that I follow to make sure that I am using the right variables (and types) when running a series of analyses. I always define the working directory (using setwd()), so I know where the files that I am reading from and writing to are.

After reading a dataset I will have a look at the first and last few observations (using head() and tail(), which by default show 6 observations). This gives you an idea of how the dataset looks like, but it doesn’t confirm the structure (for example, which variables are factors). The function str() provides a good overview of variable types and together with summary() one gets an idea of ranges, numbers of observations and missing values.

This code should help you avoid the ‘fitting factors as covariates’ pitfall; anyway, always check the degrees of freedom of the ANOVA table just in case.

## All combinations of levels for two factors

There are circumstances when one wants to generate all possible combinations of levels for two factors. For example, factor one with levels ‘A’, ‘B’ and ‘C’, and factor two with levels ‘D’, ‘E’, ‘F’. The function expand.grid() comes very handy here:

[sourcecode language=”r”]
combo = expand.grid(factor1 = LETTERS[1:3],
factor2 = LETTERS[4:6])
combo

factor1 factor2
1 A D
2 B D
3 C D
4 A E
5 B E
6 C E
7 A F
8 B F
9 C F
[/sourcecode]

Omitting the variable names (factor1 and factor 2) will automatically name the variables as Var1 and Var2. Of course we do not have to use letters for the factor levels; if you have defined a couple of factors (say Fertilizer and Irrigation) you can use levels(Fertilizer) and levels(Irrigation) instead of LETTERS…

## “Not in” in R

When processing data it is common to test if an observation belongs to a set. Let’s suppose that we want to see if the sample code belongs to a set that includes A, B, C and D. In R it is easy to write something like:

[sourcecode language=”r”]
inside.set = subset(my.data, code %in% c(‘A’, ‘B’, ‘C’, ‘D’))
[/sourcecode]

Now, what happens if what we want are the observations that are not in that set? Simple, we use the negation operator (!) as in:

[sourcecode language=”r”]
outside.set = subset(my.data, !(code %in% c(‘A’, ‘B’, ‘C’, ‘D’)))
[/sourcecode]

In summary, surround the condition by !().

## A shoebox for data analysis

Recidivism. That’s my situation concerning this posting flotsam in/on/to the ether. I’ve tried before and, often, will change priorities after a few posts; I rationalize this process thinking that I’m cured and have moved on to real life.

This time may not be different but, simultaneously, it will be more focused: just a shoebox for the little pieces of code or ideas that I use when running analyses.