SVC models - dueling BYM's?
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John Molitor
Apr 22, 2021, 8:31:22 PM4/22/21
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Hello,
I'm fitting a Spatially Varying Coefficient (SVC) model, where intercepts and "slopes" (effect of exposure) vary via a region-level spatially smoothed distribution. It seems that the conventional wisdom is to use a BYM model on the intercepts, but the Besag (without the extra iid terms) on the slopes.
Why is this? Why not use BYM for both? I suspect it has to do with some aliasing/confounding issues. Could someone shed some light on this issue?
Thanks in advanced!
John
Helpdesk
Apr 24, 2021, 6:54:37 AM4/24/21
to John Molitor, R-inla discussion group
I see your point. You are free to do what you want, but adding an iid
term in the SVC model, seems a little unmotivated. Think about what
happen if you have more of those, then they all esssentially just add up
to one common iid noise term, which you have already in the 'bym' model
without covariates. so it seems like you have already this term covered
by the bym term without the covariate.
so in short, I would use
f(idx, x, model='besag', constr=FALSE, scale.model=TRUE)
for each of the covariates. I would set the prior to be strict, as you
basically just want a 'correction' for the constant, like
hyper=list(prec=list(prior="pc.prec", param=c(0.1,0.01))
and then you can add structure on top of this.
Best
H
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John Molitor
Apr 27, 2021, 12:36:59 PM4/27/21
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Håvard,
Thank you very much for this.
Regarding "strict" priors: I am interested in examining spatially-varying effects of exposure. One issue is that of spatial confounding which some address by using restricted spatial regression. However, as you know, this requires the spatial field to be orthogonal to the covariate space and may not be desired.
Judging from some of your recent papers, it appears that you recommend informative priors to deal with spatial confounding instead of restricted spatial regression. Is this the case? In my situation, spatial smoothing on the intercepts is less important, and an iid model could be used here. However, it is desirable for the slopes (effects) to be smoothed spatially. Note that the priors you suggested seem reasonable for the scaled (standardized) covariate values I'm using.
Thanks,
John
Helpdesk
Apr 28, 2021, 3:32:27 AM4/28/21
to John Molitor, R-inla discussion group
the 'confounding' issue is always there, and here is a recent discussion
of it
@Article{art644,
author = {S. H. S{\o}rbye and J. B. Illian and D. P. Simpson and
D. Burslem and H. Rue},
title = {Careful prior specification avoids incautious
inference for log-{G}aussian {C}ox point processes},
journal = JRSSC,
year = 2019,
volume = {68},
number = {3},
pages = {543--564},
doi = {10.1111/rssc.12321},
I'm aware of making the spatial component be orthogonal to the
covariates, which is simply to add those, X, say, to the extraconstr
f(..., extraconstr=list(A=X, e=...)))
and we do not need to invent any new 'algorithms' that some seems to
suggests.
I am less convinced that this approach is the way to go in general, and
tend more to think that its a feature of the model formulation that we
have to deal/live with. it does not mean that for simple covariates,
lat/long, f.ex, this could be useful.
Best
H
of it
@Article{art644,
author = {S. H. S{\o}rbye and J. B. Illian and D. P. Simpson and
D. Burslem and H. Rue},
title = {Careful prior specification avoids incautious
inference for log-{G}aussian {C}ox point processes},
journal = JRSSC,
year = 2019,
volume = {68},
number = {3},
pages = {543--564},
doi = {10.1111/rssc.12321},
I'm aware of making the spatial component be orthogonal to the
covariates, which is simply to add those, X, say, to the extraconstr
f(..., extraconstr=list(A=X, e=...)))
and we do not need to invent any new 'algorithms' that some seems to
suggests.
I am less convinced that this approach is the way to go in general, and
tend more to think that its a feature of the model formulation that we
have to deal/live with. it does not mean that for simple covariates,
lat/long, f.ex, this could be useful.
Best
H
John Molitor
Apr 29, 2021, 1:30:59 AM4/29/21
to R-inla discussion group
Thank you very much for this. Regarding adding a constraint to implement Restricted Spatial Regression (RSR), I'm a little confused about dimension issues. Here's some code for a super simple iid model. (I know that RSR is not really needed here, I'm just trying to understand coding issues.)
I'm simply fitting:
y_i = alpha_(r_i) + beta*x + error_i, where r_i=r, the region to which individual i belongs.
alpha_r = alpha.0 + error_alpha_r
--------------------------------------------------
rm(list=ls())
set.seed(1)
N <- 100
num.grps <- 10
grp <- sample(1:num.grps,N,rep=T)
sd.alpha <- 1
alpha.0 <- 3
alphas <- rnorm(num.grps,alpha.0,sd.alpha)
beta <- 0.2
x <- rnorm(N)
y <- alphas[grp] + beta * x + rnorm(N,sd=0.1)
dat <- data.frame(x,y)
require(INLA)
f <- y ~ 1 + f(grp,model="iid") + x
mod.inla <- inla(f,data=dat)
X <- mod.inla$model.matrix
P <- X %*% solve(t(X)%*%X) %*% t(X)
A.rsr <- diag(nrow(P)) - P
e.rsr <- rep(0,nrow(A.rsr))
f.rsr <- y ~ 1 + f(grp,
extraconstr=list(A=as.matrix(A.rsr),
e=rep(0,nrow(A.rsr))),
) + x
## Dimension Error
mod.inla.rst <- inla(f.rsr,data=dat)
Helpdesk
Apr 29, 2021, 5:41:17 AM4/29/21
to John Molitor, R-inla discussion group
this is also related to the post
[r-inla] Modelling continuous covariates using RW2 latent model
about 'values', which defines for which values the model is defined for.
you need to control this yourself, like I do in the code. Its easy if
num.grp is eq to N, but I guess you can revert some of the changes I did
(which I thought caused the problems), before realising that the random
dimension of the iid model was the issue.
H
Message has been deleted
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John Molitor
Apr 29, 2021, 4:55:44 PM4/29/21
to R-inla discussion group
Thanks
again for this. All is fine with the iid model, but when I use a
spatial model (e.g. bym or besag) using your code, I again get a
dimension error, even using "values=1:N".
I suppose the dimension of the graph is an issue? Note that A has N columns while the graph will have size of num.grp.
Of
course it will work if I create an A matrix derived from an X matrix
with binned covariate values so the number of rows of X equals num.grp.
This can be achieve by using,
within each grp, median values for continuous covariates or perhaps
modal values for categorical covariates. However it would seem that I
would lose a lot of information this way.
John
Helpdesk
May 2, 2021, 3:21:21 AM5/2/21
to John Molitor, R-inla discussion group
its only an 'error' in the sense that the input is wrong or
inconsistent, and the code detect that and cannot move on. it should be
easy to fix if understanding the issue at hand.
if you have a regional model like besag (not bym, which make less sense
in this context), then you cannot make it orthogonal to covariates,
unless you have one covariate pr region. with several pr region you have
to define how to make it 'in average' orthogonal.
Best
H
John Molitor
May 3, 2021, 12:18:12 AM5/3/21
to R-inla discussion group
Thanks so much for this! I got it all to work by averaging in the manner stated previously to create "average" orthogonality. Results seem reasonable.
If you could bear one more question: Does this approach work for the slopes, where the formula is of the form "...x + f(idx, x,...)"? Note my A matrix (for extraconstr) has x in it (as x is a covariate in the model) while x is also a weight in the besag random effect.
John
Helpdesk
May 3, 2021, 9:14:28 AM5/3/21
to John Molitor, R-inla discussion group
On Sun, 2021-05-02 at 21:18 -0700, John Molitor wrote:
> Thanks so much for this! I got it all to work by averaging in the
> manner stated previously to create "average" orthogonality. Results
> seem reasonable.
thx
> Thanks so much for this! I got it all to work by averaging in the
> manner stated previously to create "average" orthogonality. Results
> seem reasonable.
> If you could bear one more question: Does this approach work for the
> slopes, where the formula is of the form "...x + f(idx, x,...)"? Note
> my A matrix (for extraconstr) has x in it (as x is a covariate in the
> model) while x is also a weight in the besag random effect.
'x' with coefficients in f(idx...), then you say you do not want that
confounding.
one simple example is
x + f(time, x, model="rw2"...)
for which [1, x] spans the null-space of 'rw2', and then you really need
it.
H
John Molitor
May 3, 2021, 1:24:45 PM5/3/21
to R-inla discussion group
Ugh, I still have one more technical question. You've been very helpful and I appreciate it.
To establish "average orthogonality" my A matrix consists of mean values of continuous covariates per grp, and modal values of categorical covariates per group (with random selection when there are more than one mode).
For an original categorical covariate, x_cat, there may be 4 levels, 1,2,3,4. However, in the A matrix, I may end up with only three values for this covariate, 1,2,4. Does this mess things up? Will the categories for x_cat in the A matrix (3 levels) correspond to levels for the same covariate in the data with four levels, 1,2,3,4? Or will things get relabeled somehow?
John
Helpdesk
May 4, 2021, 1:50:25 AM5/4/21
to John Molitor, R-inla discussion group
to make the spatial field orthogonal to covariates, then if its a
continous indexed field (model=spde), then only continous covariates
should be considered and only those can could have been measured
everywhere.
with a region model, then its a little different, and you can make it
orthogonal to covariates that are region spesific. and this, I guess,
could include factors as well.
if you have factors in the formula, then these are expanded and
sometimes reduced (like lm() does), [there is an alternative expansion
in 'expand.factor.strategy' in control.fixed], so I guess as you say,
this can create issues. as long as you have the same levels included in
both places, it should go fine [as the correction should be invariant to
the levels]. But if you have level 1,2,3 in the correction, and 1,2,3,4
in the model itself, then there could be an issue.
the only way (beyond the new strategy as mention) to control the
expansion of factors, is to do it yourself, by recoding factors into
vectors of numerics.
Best
H
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