We present examples of setting up a simulation function for various models and R packages. These are written in a basic way to serve as blueprints for further customization.
The general layout of a simulation function is:
For all examples in this vignette, we use an alpha level of .01 and a desired power of .95.
For further guidance on how to use the package and the
find.design
function specifically, see the Readme.md file
We test for one sample whether the mean differs from 0. The true effect size is Cohen’s d = .3. In this scenario, this means that the true mean difference is .3.
simfun_ttest <- function(N) {
# Generate a data set
dat <- rnorm(n = N, mean = 0.3)
# Test the hypothesis
res <- t.test(dat)
res$p.value < 0.01
}
Example Use. The boundaries for the sample size are set to 100 and 300 for the lower and upper boundaries, respectively. The desired power is set to .95.
We test for a mean difference among n.groups
groups.
Each group consists of n
participants.
simfun_anova <- function(n, n.groups) {
# Generate a data set
groupmeans <- rnorm(n.groups, sd = 0.2) # generate groupmeans using cohen's f=.2
dat <- sapply(groupmeans, function(x) rnorm(n,
mean = x, sd = 1)) # generate data
dat <- dat |>
as.data.frame() |>
gather() # format
# Test the hypothesis
res <- aov(value ~ key, data = dat) # perform ANOVA
summary(res)[[1]][1, 5] < 0.01 # extract significance
}
Example Use. The boundaries are defined as a list here to account for the multidimensional set of design parameters. Also, we define a cost function to enable differentiating designs with equal power.
We consider generalized linear models using the stats
package and the glm
function.
We use an “original” data set and fit a generalized linear model
assuming a Poisson distributed criterion counts
. Here,
counts
is the criterion, treatment
and
outcome
are the predictors.
dat.original <- data.frame(
counts = c(18, 17, 15, 20,
10, 20, 25, 13, 12),
treatment = gl(3, 1, 9),
outcome = gl(3, 3))
mod.original <- glm(counts ~ outcome + treatment, data = dat.original,
family = poisson) # setting up the generalized linear model
summary(mod.original)
We use the parameters from the original model in the
simfun
.
simfun_glm1 <- function(N) {
# generate data
dat <- data.frame(outcome = gl(3, 1, ceiling(N/3)),
treatment = gl(3, ceiling(N/3)))[1:N, ] # predictors
a <- predict(mod.original, newdata = dat, type = "response") # criterion 'raw'
dat$counts <- rpois(N, a) # criterion applying poisson distribution
# test hypothesis
mod <- glm(counts ~ outcome + treatment, data = dat,
family = poisson) # fit a glm
summary(mod)$coefficients["treatment2", "Pr(>|z|)"] <
0.01 # test the coefficient of the treatment
}
Example Use
We use a logistic regression and generate the data using hand-specified parameters and the logistic function.
We test if the second predictor is significant.
simfun_glm2 <- function(N) {
# generate data
dat <- data.frame(pred1 = rnorm(N), pred2 = rnorm(N))
beta <- c(1.2, 0.8) # parameter weights
prob <- logistic(as.matrix(dat) %*% beta) # get probability
dat$criterion <- runif(N) < prob # draw according to probability
# test hypothesis
mod <- glm(criterion ~ pred1 + pred2, data = dat,
family = binomial) # fit a glm
summary(mod)$coefficients["pred2", "Pr(>|z|)"] <
0.01 # test the coefficient of the predictor
}
Example Use
We first load the necessary packages to fit the utilized models and generate specific artificial data sets.
We use the mirt
package to show an example that applies
an item response theory model.
See ?simdata
for additional options and examples to
generate data with the mirt
package.
We first generate data from a 2PL model. Then we want to check whether the 2PL model actually shows a better fit to the data better than the simpler Rasch model. We use a likelihood ratio test for this purpose.
simfun_irt1 <- function(N) {
# generate data
dat <- simdata(a = c(1.04, 1.2, 1.19, 0.61, 1.31,
0.83, 1.46, 1.27, 0.51, 0.81), d = c(0.06,
-1.79, -1.15, 0.88, -0.2, -1.87, 1.23, -0.08,
-0.71, 0.6), N = N, itemtype = "2PL") # uses a 2PL model with a and d parameters
# test hypothesis
mod <- mirt(dat) # Fit 2PL Model
constrained <- "F = 1-4
CONSTRAIN = (1-4, a1)" # specifying that the slopes should be kept equal for items 1 to 4
mod_constrained <- mirt(dat, constrained) # Fit 2PL with equal slopes
res <- anova(mod_constrained, mod) # perform model comparison
res$p[2] < 0.01 # extract significance
}
Example Use
We check for differential item functioning in one item. Again, we generate data using the 2PL model, but using different parameters for two different groups in this case. The parameters for the first item are different in one group compared to other. We again apply an likelihood ratio test to test the null hypothesis that all item parameters are actually equal in both groups.
We optimize for the sizes of the two groups as the two design parameters. We assume that the second group involves higher costs than the first.
simfun_irt2 <- function(N1, N2) {
# generate data
a1 <- a2 <- c(1.04, 1.2, 1.19, 0.61, 1.31, 0.83,
1.46, 1.27, 0.51, 0.81) # specifying the slope
d1 <- d2 <- c(0.06, -1.79, -1.15, 0.88, -0.2, -1.87,
1.23, -0.08, -0.71, 0.6) # specifying the difficulty
a2[1] <- a2[1] + 0.3 # the slope is different for the first item in group2
d2[1] <- d2[1] + 0.5 # the difficulty is different for the first item in group2
dat1 <- simdata(a = a1, d = d1, N = N1, itemtype = "2PL") # creating artificial data for both groups
dat2 <- simdata(a = a2, d = d2, N = N2, itemtype = "2PL")
dat <- as.data.frame(rbind(dat1, dat2)) # combining the data sets into one object
group <- c(rep("1", N1), rep("2", N2)) # create a variable that indicates the group membership
# fit models
mod1 <- multipleGroup(dat, 1, group = group) # fit model with different parameters for each group
mod2 <- multipleGroup(dat, 1, group = group, invariance = c("slopes",
"intercepts")) # fit model with the same parameters for each group
# test hypothesis
res <- anova(mod2, mod1)
# extract significance
res$p[2] < 0.01
}
Example Use
We first load the necessary packages to fit the utilized models and generate specific artificial data sets.
We consider multilevel models using the lme4
and
lmerTest
packages. We use the glmer
function
for model fit and the simulate
function to generate data.
For further options for data generation in multilevel models see
?simulate.merMod
.
We generate data using manually specified standard deviation of the random effects and parameter weights. We generate and fit the data according to a generalized linear mixed effects model with a poisson distributed criterion variable.
simfun_multi1 <- function(N) {
# generate data
params <- list(theta = 0.5, beta = c(2, -0.2, -0.4,
-0.6)) # specifying the standard deviation of the random effects and parameter weights
dat <- expand.grid(herd = 1:ceiling(N/4), period = factor(1:4))[1:N,
] # creating predictors
dat$x <- simulate(~period + (1 | herd), newdata = dat,
family = poisson, newparams = params)[[1]] # creating criterion
# test hypothesis
mod <- glmer(x ~ period + (1 | herd), data = dat,
family = poisson) # fit model
pvalues <- summary(mod)[["coefficients"]][2:4,
"Pr(>|z|)"] # extract p-values
any(pvalues < 0.01) # test hypothes that any is significant
}
Example Use
We generate data from a fitted generalized linear mixed-effects model. We apply a mixed effects logistic regression in this case. It has two predictors and a random intercepts for each country.
logistic <- function(x) 1/(1 + exp(-x))
N.original <- 300
n.countries.original <- 20
# generate original data
dat.original <- data.frame(country = rep(1:n.countries.original,
length.out = N.original), pred1 = rnorm(N.original),
pred2 = rnorm(N.original)) # creating predictors
country.intercepts <- rnorm(n.countries.original, sd = 0.5) # creating random intercepts
dat.original$intercepts <- country.intercepts[dat.original$country] # add interecepts to data
beta <- c(1, 0.4, -0.3) # parameter weights
prob <- logistic(as.matrix(dat.original[c("intercepts",
"pred1", "pred2")]) %*% as.matrix(beta)) # get probability
dat.original$criterion <- runif(N.original) < prob # draw according to probability
# fit original model to obtain parameters
mod.original <- glmer(criterion ~ pred1 + pred2 + 0 +
(1 | country), data = dat.original, family = binomial)
In the simulation function, we generate criterion data using the
original model. Design parameters are the number of participant per
country n
and the number of countries
n.countries
. We test the hypothesis that the second
predictor is significant.
simfun_multi2 <- function(n, n.countries) {
# generate data
dat <- data.frame(country = rep(1:n.countries,
length.out = n * n.countries), pred1 = rnorm(n *
n.countries), pred2 = rnorm(n * n.countries))
dat$criterion <- simulate(mod.original, nsim = 1,
newdata = dat, allow.new.levels = TRUE, use.u = FALSE) |>
unlist() # criterion data from the fitted model
# test hypothesis
mod <- glmer(criterion ~ pred1 + pred2 + 0 + (1 |
country), data = dat, family = binomial)
summary(mod)[["coefficients"]]["pred2", "Pr(>|z|)"] <
0.01 # check if significant
}
As a cost function, we can use
Example Use