检查残差并可视化零膨胀泊松 r

ver*_*ion 7 r poisson

我正在为 CPUE 数据运行零膨胀模型。该数据有零通货膨胀的证据,我已通过 Vuong 测试(在下面的代码中)确认了这一点。根据 AIC 的说法,完整模型 (zint) 优于零模型。我现在想要:

  1. 检查完整模型的残差以确定模型拟合(由于缺乏来自同事、互联网和 R 书籍的信息而遇到麻烦)
  2. 如果模型拟合看起来不错,则可视化模型的输出(使用偏移变量时如何制定实际参数值的方程)

我向该部门的几位统计学家寻求帮助(他们以前从未这样做过,并将我发送到相同的谷歌搜索网站),向统计部门本身(每个人都太忙)以及 stackoverflow feed 寻求帮助。

我很欣赏书籍的代码或指南(在线免费提供),其中包含使用偏移变量时处理可视化 ZIP 和模型拟合的代码。

 yc=read.csv("CPUE_ycs_trawl_withcobb_BLS.csv",header=TRUE)
 yc=yc[which(yc$countinyear<150),]
 yc$fyear=as.factor(yc$year_cap)
 yc$flocation=as.factor(yc$location)
 hist(yc$countinyear,20)
 yc$logoffset=log(yc$numtrawlyr)

 ###Run Zero-inflated poisson with offset for CPUE####
 null <- formula(yc$countinyear ~ 1| 1)
 znull <- zeroinfl(null, offset=logoffset,dist = "poisson",link = "logit",
 data = yc)

 int <- formula(yc$countinyear ~ assnage * spawncob| assnage * spawncob)
 zint <- zeroinfl(int, offset=logoffset,dist = "poisson",link = "logit", data  
 = yc)
 AIC(znull,zint)

  g1=glm(countinyear ~ assnage * spawncob,
  offset=logoffset,data=yc,family=poisson)
  summary(g1)

 ####Vuong test to see if ZIP is even needed##
 vuong(g1,zint)

 ##########DATASET###########
Run Code Online (Sandbox Code Playgroud)

countinyear 是第 1 列

 ##########DATASET###########

count assnage    spawncob      logoffset
56      0       0.32110173      2.833213
44      1       0.33712     2.833213
60      2       0.34053264      2.833213
0       4       0.19381496      2.833213
1       3       0.30819333      2.833213
33      0       0.32110173      2.833213
40      1       0.33712     2.833213
25      2       0.34053264      2.833213
0       3       0.30819333      2.833213
2       4       0.19381496      2.833213
6       0       0.32110173      2.833213
13      1       0.33712     2.833213
7       2       0.34053264      2.833213
0       3       0.30819333      2.833213
0       4       0.19381496      NA
5       0       0.32110173      2.833213
31      1       0.33712     2.833213
73      2       0.34053264      2.833213
0       3       0.30819333      2.833213
1       4       0.19381496      2.833213
0       0       0.32110173      2.833213
7       1       0.33712     2.833213
75      2       0.34053264      2.833213
3       3       0.30819333      2.833213
0       4       0.19381496      2.833213
19      0       0.32110173      2.833213
13      1       0.33712     2.833213
18      2       0.34053264      2.833213
0       3       0.30819333      2.833213
2       4       0.19381496      2.833213
11      0       0.32110173      2.833213
14      1       0.33712     2.833213
32      2       0.34053264      2.833213
1       3       0.30819333      2.833213
1       4       0.19381496      2.833213
12      0       0.32110173      2.833213
3       1       0.33712     2.833213
9       2       0.34053264      2.833213
2       3       0.30819333      2.833213
0       4       0.19381496      2.833213
5       0       0.32110173      2.833213
15      1       0.33712     2.833213
22      2       0.34053264      2.833213
5       3       0.30819333      2.833213
1       4       0.19381496      2.833213
1       0       0.32110173      2.833213
16      1       0.33712     2.833213
33      2       0.34053264      2.833213
4       3       0.30819333      2.833213
2       4       0.19381496      2.833213
6       0       0.32110173      2.833213
17      1       0.33712     2.833213
26      2       0.34053264      2.833213
1       3       0.30819333      2.833213
0       4       0.19381496      2.833213
16      0       0.32110173      2.833213
16      1       0.33712     2.833213
11      2       0.34053264      2.833213
1       3       0.30819333      2.833213
1       4       0.19381496      2.833213
2       0       0.32110173      2.833213
8       1       0.33712     2.833213
18      2       0.34053264      2.833213
0       3       0.30819333      2.833213
0       4       0.19381496      2.833213
2       0       0.32110173      2.833213
27      1       0.33712     2.833213
49      2       0.34053264      2.833213
1       3       0.30819333      2.833213
0       4       0.19381496      2.833213
1       0       0.32110173      2.833213
6       1       0.33712     2.833213
36      2       0.34053264      2.833213
17      3       0.30819333      2.833213
0       4       0.19381496      2.833213
10      0       0.32110173      2.833213
21      1       0.33712     2.833213
78      2       0.34053264      2.833213
32      3       0.30819333      2.833213
0       4       0.19381496      2.833213
0       0       0.32110173      2.833213
8       1       0.33712     2.833213
14      2       0.34053264      2.833213
7       3       0.30819333      2.833213
0       4       0.19381496      2.833213
0       1       0.13648433      2.833213
6       1       0.23952033      2.833213
12      2       0.32110173      2.833213
0       3       0.33712     2.833213
0       4       0.34053264      2.833213
30      0       0.13648433      2.833213
30      1       0.23952033      2.833213
25      2       0.32110173      2.833213
30      3       0.33712     2.833213
30      4       0.34053264      2.833213
68      0       0.13648433      2.833213
68      1       0.23952033      2.833213
55      2       0.32110173      2.833213
68      3       0.33712     2.833213
68      4       0.34053264      2.833213
0       0       0.13648433      2.833213
12      1       0.23952033      2.833213
26      2       0.32110173      2.833213
2       3       0.33712     2.833213
1       4       0.34053264      2.833213
0       0       0.13648433      2.833213
17      1       0.23952033      2.833213
36      2       0.32110173      2.833213
1       3       0.33712     2.833213
4       4       0.34053264      2.833213
1       0       0.13648433      2.833213
1       1       0.23952033      2.833213
4       2       0.32110173      2.833213
4       3       0.33712     2.833213
0       4       0.34053264      2.833213
3       0       0.13648433      2.833213
3       1       0.23952033      2.833213
3       2       0.32110173      2.833213
3       3       0.33712     2.833213
3       4       0.34053264      2.833213
0       0       0.13648433      2.833213
29      1       0.23952033      2.833213
33      2       0.32110173      2.833213
0       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
10      1       0.23952033      2.833213
7       2       0.32110173      2.833213
1       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
6       1       0.23952033      2.833213
18      2       0.32110173      2.833213
1       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
18      1       0.23952033      2.833213
37      2       0.32110173      2.833213
1       3       0.33712     2.833213
1       4       0.34053264      2.833213
0       0       0.13648433      2.833213
13      1       0.23952033      2.833213
26      2       0.32110173      2.833213
8       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
0       1       0.23952033      2.833213
1       2       0.32110173      2.833213
0       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
1       1       0.23952033      2.833213
5       2       0.32110173      2.833213
0       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
29      1       0.23952033      2.833213
15      2       0.32110173      2.833213
2       3       0.33712     2.833213
0       4       0.34053264      2.833213
0       0       0.13648433      2.833213
19      1       0.23952033      2.833213
25      2       0.32110173      2.833213
3       3       0.33712     2.833213
1       4       0.34053264      2.833213
0       0       0.13648433      2.833213
24      1       0.23952033      2.833213
40      2       0.32110173      2.833213
6       3       0.33712     2.833213
1       4       0.34053264      2.833213
0       0       0.03678637      2.772589
28      1       0.07414634      2.772589
28      2       0.13648433      2.772589
3       3       0.23952033      2.772589
2       4       0.32110173      2.772589
0       0       0.03678637      2.772589
3       1       0.07414634      2.772589
2       2       0.13648433      2.772589
0       3       0.23952033      2.772589
0       4       0.32110173      2.772589
4       0       0.03678637      2.772589
14      1       0.07414634      2.772589
6       2       0.13648433      2.772589
0       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
6       1       0.07414634      2.772589
3       2       0.13648433      2.772589
2       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
8       1       0.07414634      2.772589
2       2       0.13648433      2.772589
4       3       0.23952033      2.772589
1       4       0.32110173      2.772589
1       0       0.03678637      2.772589
12      1       0.07414634      2.772589
23      2       0.13648433      2.772589
0       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
24      1       0.07414634      2.772589
56      2       0.13648433      2.772589
7       3       0.23952033      2.772589
4       4       0.32110173      2.772589
0       0       0.03678637      2.772589
22      1       0.07414634      2.772589
45      2       0.13648433      2.772589
3       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
2       1       0.07414634      2.772589
18      2       0.13648433      2.772589
1       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
5       1       0.07414634      2.772589
18      2       0.13648433      2.772589
5       3       0.23952033      2.772589
1       4       0.32110173      2.772589
0       0       0.03678637      2.772589
9       1       0.07414634      2.772589
25      2       0.13648433      2.772589
6       3       0.23952033      2.772589
1       4       0.32110173      2.772589
0       0       0.03678637      2.772589
1       1       0.07414634      2.772589
3       2       0.13648433      2.772589
1       3       0.23952033      2.772589
1       4       0.32110173      2.772589
0       0       0.03678637      2.772589
3       1       0.07414634      2.772589
16      2       0.13648433      2.772589
0       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
7       1       0.07414634      2.772589
21      2       0.13648433      2.772589
8       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
5       1       0.07414634      2.772589
22      2       0.13648433      2.772589
6       3       0.23952033      2.772589
0       4       0.32110173      2.772589
0       0       0.03678637      2.772589
11      1       0.07414634      2.772589
22      2       0.13648433      2.772589
6       3       0.23952033      2.772589
0       4       0.32110173      2.772589
1       0       0.11532605      2.564949
7       1       0.05628636      2.564949
11      2       0.03678637      2.564949
0       3       0.07414634      2.564949
0       4       0.13648433      2.564949
0       0       0.11532605      2.564949
4       1       0.05628636      2.564949
4       2       0.03678637      2.564949
0       3       0.07414634      2.564949
0       4       0.13648433      2.564949
0       0       0.11532605      2.564949
0       1       0.05628636      2.564949
5       2       0.03678637      2.564949
0       3       0.07414634      2.564949
1       4       0.13648433      2.564949
0       0       0.11532605      2.564949
3       1       0.05628636      2.564949
4       2       0.03678637      2.564949
0       3       0.07414634      2.564949
0       4       0.13648433      2.564949
0       0       0.11532605      2.564949
3       1       0.05628636      2.564949
0       2       0.03678637      2.564949
1       3       0.07414634      2.564949
0       4       0.13648433      2.564949
0       0       0.11532605      2.564949
1       1       0.05628636      2.564949
0       2       0.03678637      2.564949
0       3       0.07414634      2.564949
0       4       0.13648433      2.564949
0       0       0.11532605      2.564949
6       1       0.05628636      2.564949
9       2       0.03678637      2.564949
3       3       0.07414634      2.564949
0       4       0.13648433      2.564949
0       0       0.11532605      2.564949
3       1       0.05628636      2.564949
4       2       0.03678637      2.564949
3       3       0.07414634      2.564949
1       4       0.13648433      2.564949
0       0       0.11532605      2.564949
1       1       0.05628636      2.564949
3       2       0.03678637      2.564949
4       3       0.07414634      2.564949
0       4       0.13648433      2.564949
1       0       0.11532605      2.564949
3       1       0.05628636      2.564949
10      2       0.03678637      2.564949
2       3       0.07414634      2.564949
1       4       0.13648433      2.564949
0       0       0.11532605      2.564949
0       1       0.05628636      2.564949
3       2       0.03678637      2.564949
3       3       0.07414634      2.564949
1       4       0.13648433      2.564949
0       0       0.11532605      2.564949
24      1       0.05628636      2.564949
43      2       0.03678637      2.564949
11      3       0.07414634      2.564949
3       4       0.13648433      2.564949
0       0       0.11532605      2.564949
3       1       0.05628636      2.564949
19      2       0.03678637      2.564949
14      3       0.07414634      2.564949
2       4       0.13648433      2.564949
0       0       0.09016875      NA
25      1       0.14227471      2.833213
2       2       0.11532605      2.833213
0       3       0.05628636      2.833213
0       4       0.03678637      2.833213
0       0       0.09016875      2.833213
14      1       0.14227471      2.833213
0       2       0.11532605      2.833213
0       3       0.05628636      2.833213
0       4       0.03678637      2.833213
0       0       0.09016875      2.833213
12      1       0.14227471      2.833213
4       2       0.11532605      2.833213
0       3       0.05628636      2.833213
0       4       0.03678637      2.833213
1       0       0.09016875      2.833213
42      1       0.14227471      2.833213
20      2       0.11532605      2.833213
1       3       0.05628636      2.833213
2       4       0.03678637      2.833213
0       0       0.09016875      2.833213
48      1       0.14227471      2.833213
40      2       0.11532605      2.833213
1       3       0.05628636      2.833213
0       4       0.03678637      2.833213
10      0       0.09016875      2.833213
23      2       0.11532605      2.833213
0       3       0.05628636      2.833213
2       4       0.03678637      2.833213
2       0       0.09016875      2.833213
89      1       0.14227471      2.833213
5       2       0.11532605      2.833213
1       3       0.05628636      2.833213
6       4       0.03678637      2.833213
0       0       0.09016875      2.833213
27      1       0.14227471      2.833213
9       2       0.11532605      2.833213
3       3       0.05628636      2.833213
2       4       0.03678637      2.833213
1       0       0.09016875      2.833213
6       1       0.14227471      2.833213
0       2       0.11532605      2.833213
1       3       0.05628636      2.833213
0       4       0.03678637      2.833213
0       0       0.09016875      2.833213
65      1       0.14227471      2.833213
35      2       0.11532605      2.833213
1       3       0.05628636      2.833213
2       4       0.03678637      2.833213
0       0       0.09016875      2.833213
29      1       0.14227471      2.833213
26      2       0.11532605      2.833213
3       3       0.05628636      2.833213
1       4       0.03678637      2.833213
4       0       0.09016875      2.833213
105     1       0.14227471      2.833213
5       2       0.11532605      2.833213
0       3       0.05628636      2.833213
1       4       0.03678637      2.833213
4       0       0.09016875      2.833213
107     1       0.14227471      2.833213
5       2       0.11532605      2.833213
0       3       0.05628636      2.833213
0       4       0.03678637      2.833213
0       0       0.09016875      2.833213
17      1       0.14227471      2.833213
1       2       0.11532605      2.833213
0       3       0.05628636      2.833213
0       4       0.03678637      2.833213
3       0       0.09016875      2.833213
106     1       0.14227471      2.833213
1       2       0.11532605      2.833213
1       3       0.05628636      2.833213
0       4       0.03678637      2.833213
0       0       0.09016875      2.833213
21      1       0.14227471      2.833213
14      2       0.11532605      2.833213
5       3       0.05628636      2.833213
1       4       0.03678637      2.833213
0       0       0.09016875      2.833213
35      1       0.14227471      2.833213
12      2       0.11532605      2.833213
8       3       0.05628636      2.833213
2       4       0.03678637      2.833213
4       0       0.13510174      1.791759
1       1       0.10188844      1.791759
4       2       0.09016875      1.791759
0       3       0.14227471      1.791759
0       4       0.11532605      1.791759
3       0       0.13510174      1.791759
16      1       0.10188844      1.791759
11      2       0.09016875      1.791759
0       3       0.14227471      1.791759
0       4       0.11532605      1.791759
4       0       0.13510174      1.791759
20      1       0.10188844      1.791759
7       2       0.09016875      1.791759
0       3       0.14227471      1.791759
0       4       0.11532605      1.791759
0       0       0.13510174      1.791759
3       1       0.10188844      1.791759
1       2       0.09016875      1.791759
1       3       0.14227471      1.791759
1       4       0.11532605      1.791759
0       0       0.13510174      1.791759
2       1       0.10188844      1.791759
8       2       0.09016875      1.791759
2       3       0.14227471      1.791759
1       4       0.11532605      1.791759
0       0       0.13510174      1.791759
1       1       0.10188844      1.791759
40      2       0.09016875      1.791759
8       3       0.14227471      1.791759
0       4       0.11532605      1.791759
0       0       0.33638851      2.70805
0       1       0.20354567      2.70805
18      2       0.13510174      2.70805
2       3       0.10188844      2.70805
0       4       0.09016875      2.70805
0       0       0.33638851      2.70805
0       1       0.20354567      2.70805
1       2       0.13510174      2.70805
0       3       0.10188844      2.70805
0       4       0.09016875      2.70805
0       0       0.33638851      2.70805
1       1       0.20354567      2.70805
1       2       0.13510174      2.70805
0       3       0.10188844      2.70805
0       4       0.09016875      2.70805
0       0       0.33638851      2.70805
13      1       0.20354567      2.70805
23      2       0.13510174      2.70805
1       3       0.10188844      2.70805
13      4       0.09016875      2.70805
0       0       0.33638851      2.70805
1       1       0.20354567      2.70805
8       2       0.13510174      2.70805
3       3       0.10188844      2.70805
4       4       0.09016875      2.70805
0       0       0.33638851      2.70805
2       1       0.20354567      2.70805
9       2       0.13510174      2.70805
2       3       0.10188844      2.70805
0       4       0.09016875      2.70805
26      0       0.33638851      2.70805
2       

Ach*_*eis 6

为了可视化概率回归模型的拟合优度,“标准”残差(例如,泊松或偏差)通常信息量不大,因为它们主要捕获均值的建模,而不是整个分布的建模。有时使用的一种替代方法是(随机)分位数残差。在没有随机化的情况下,它们被定义为qnorm(pdist(y))其中pdist()是拟合分布函数(此处为 ZIP 模型),y是观测值,qnorm()是标准正态分布的分位数函数。如果模型拟合,残差的分布应为标准正态分布,并且可以在 QQ 图中检查。在离散分布的情况下(如此处),需要随机化来打破数据的离散性质。有关详细信息,请参阅 Dunn & Smyth(1996 年,《计算与图形统计杂志》5,236-244 )。在 R 中,您可以使用countregR-Forge 中的软件包(希望很快也能在 CRAN 上)来实现这些。

\n\n

检查数据边际分布的另一种替代方法是所谓的根图。它直观地比较计数 0、1、... 的观测频率和拟合频率。与随机分位数残差的 QQ 图相比,它通常更能显示过多零和/或过度分散的问题。有关更多详细信息,请参阅我们的论文 Kleiber & Zeileis (2016, The American Statistician , 70 (3), 296\xe2\x80\x93303, doi:10.1080/00031305.2016.1173590 )。

\n\n

将这些应用到您的回归模型中,很快就会发现零膨胀泊松没有考虑响应中的过度离散。(当计数达到或超过 100 时,基于泊松的分布几乎永远不会拟合得很好。)此外,零通胀模型不太拟合,因为对于assnage= 1 和 = 2,零很少,不需要零通胀。这导致零膨胀部分中的相应系数具有-Inf非常大的标准误差(例如二元回归中的准分离)。因此,两部分障碍模型更适合并且可能更容易解释。最后,由于两组assnage不同,我将编码assnage作为一个因素(我不清楚你是否已经这样做了)。

\n\n

因此,为了分析您的数据,我使用yc您帖子中提供的数据并确保:

\n\n
yc$assnage <- factor(yc$assnage)\n
Run Code Online (Sandbox Code Playgroud)\n\n

为了第一次探索性地观察 的影响,assnage我绘制了是否为正值(左:零障碍)和对数刻度上的count正值(右:计数)。count

\n\n
plot(factor(count > 0, levels = c(FALSE, TRUE), labels = c("=0", ">0")) ~ assnage,\n  data = yc, ylab = "count", main = "Zero hurdle")\nplot(count ~ assnage, data = yc, subset = count > 0,\n  log = "y", main = "Count (positive)")\n
Run Code Online (Sandbox Code Playgroud)\n\n

探索性情节

\n\n

然后,我使用 R-Forge 的软件包安装 ZIP、ZINB 和 hurdle NB 模型countregzeroinfl()这还包含和函数的更新版本hurdle()

\n\n
install.packages("countreg", repos = "http://R-Forge.R-project.org")\nlibrary("countreg")\nzip <- zeroinfl(count ~ assnage * spawncob, offset = logoffset,\n  data = yc, dist = "poisson")\nzinb <- zeroinfl(count ~ assnage * spawncob, offset = logoffset,\n  data = yc, dist = "negbin")\nhnb <- hurdle(count ~ assnage * spawncob, offset = logoffset, data = yc,\n  dist = "negbin")\n
Run Code Online (Sandbox Code Playgroud)\n\n

ZIP显然不合适,跨栏NB比ZINB稍好一些。

\n\n
BIC(zip, zinb, hnb)\n##      df      BIC\n## zip  20 7700.085\n## zinb 21 3574.720\n## hnb  21 3556.693\n
Run Code Online (Sandbox Code Playgroud)\n\n

如果您检查,summary(zinb)您还会发现零通货膨胀部分中的某些系数约为 10(对于虚拟变量),标准误差大一两个数量级。这本质上意味着相应组中的零膨胀概率为零,因为负二项式分布已经具有足够的零响应概率权重(assnage组 1 和组 2)。

\n\n

为了可视化 ZIP 模型不适合而 HNB 适当捕获响应,我们现在可以使用根图。

\n\n
rootogram(zip, main = "ZIP", ylim = c(-5, 15), max = 50)\nrootogram(hnb, main = "HNB", ylim = c(-5, 15), max = 50)\n
Run Code Online (Sandbox Code Playgroud)\n\n

根图

\n\n

ZIP 的波形图案清楚地显示了模型未正确捕获的数据的过度分散。相比之下,这个障碍相当合适。

\n\n

作为最后的检查,我们还可以查看障碍模型中分位数残差的 QQ 图。这些看起来相当正常,并且与模型没有任何可疑的偏差。

\n\n
qqrplot(hnb, main = "HNB")\n
Run Code Online (Sandbox Code Playgroud)\n\n

QQ剧情

\n\n

由于残差是随机的,您可以重新运行代码几次以获得变化的印象。qqrplot()还有一些参数可以让您在单个图中探索这种变化。

\n