# 01 - Introduction to ‘pbkrtest’

## Søren Højsgaard and Ulrich Halekoh

    ## Loading required package: pbkrtest

    ## Loading required package: lme4

    ## Loading required package: Matrix

Package version: 0.5.4

# Introduction

The \code{shoes} data is a list of two vectors, giving the wear of shoes of materials A and B for one foot each of ten boys.

    data(shoes, package="MASS")
    shoes

    ## $A
    ##  [1] 13.2  8.2 10.9 14.3 10.7  6.6  9.5 10.8  8.8 13.3
    ##
    ## $B
    ##  [1] 14.0  8.8 11.2 14.2 11.8  6.4  9.8 11.3  9.3 13.6

A plot reveals that boys wear their shoes differently.

    plot(A ~ 1, data=shoes, col="red",lwd=2, pch=1, ylab="wear", xlab="boy")
    points(B ~ 1, data=shoes, col="blue", lwd=2, pch=2)
    points(I((A + B) / 2) ~ 1, data=shoes, pch="-", lwd=2)

One option for testing the effect of materials is to make a paired \(t\)–test, e.g.\ as:

    r1 <- t.test(shoes$A, shoes$B, paired=T)
    r1 |> tidy()

    ## # A tibble: 1 × 8
    ##   estimate statistic p.value parameter conf.low conf.high method     alternative
    ##      <dbl>     <dbl>   <dbl>     <dbl>    <dbl>     <dbl> <chr>      <chr>
    ## 1    -0.41     -3.35 0.00854         9   -0.687    -0.133 Paired t-… two.sided

To work with data in a mixed model setting we create a dataframe, and for later use we also create an imbalanced version of data:

    boy <- rep(1:10, 2)
    boyf<- factor(letters[boy])
    material <- factor(c(rep("A", 10), rep("B", 10)))
    ## Balanced data:
    shoe.bal <- data.frame(wear=unlist(shoes), boy=boy, boyf=boyf, material=material)
    head(shoe.bal)

    ##    wear boy boyf material
    ## A1 13.2   1    a        A
    ## A2  8.2   2    b        A
    ## A3 10.9   3    c        A
    ## A4 14.3   4    d        A
    ## A5 10.7   5    e        A
    ## A6  6.6   6    f        A

    ## Imbalanced data; delete (boy=1, material=1) and (boy=2, material=b)
    shoe.imbal <-  shoe.bal[-c(1, 12),]

We fit models to the two datasets:

    lmm1.bal  <- lmer( wear ~ material + (1|boyf), data=shoe.bal)
    lmm0.bal  <- update(lmm1.bal, .~. - material)
    lmm1.imbal  <- lmer(wear ~ material + (1|boyf), data=shoe.imbal)
    lmm0.imbal  <- update(lmm1.imbal, .~. - material)

The asymptotic likelihood ratio test shows stronger significance than the \(t\)–test:

    anova(lmm1.bal, lmm0.bal, test="Chisq")  |> tidy()

    ## refitting model(s) with ML (instead of REML)

    ## # A tibble: 2 × 9
    ##   term      npar   AIC   BIC logLik minus2logL statistic    df  p.value
    ##   <chr>    <dbl> <dbl> <dbl>  <dbl>      <dbl>     <dbl> <dbl>    <dbl>
    ## 1 lmm0.bal     3  67.9  70.9  -31.0       61.9     NA       NA NA
    ## 2 lmm1.bal     4  61.8  65.8  -26.9       53.8      8.09     1  0.00445

    anova(lmm1.imbal, lmm0.imbal, test="Chisq")  |> tidy()

    ## refitting model(s) with ML (instead of REML)

    ## # A tibble: 2 × 9
    ##   term        npar   AIC   BIC logLik minus2logL statistic    df p.value
    ##   <chr>      <dbl> <dbl> <dbl>  <dbl>      <dbl>     <dbl> <dbl>   <dbl>
    ## 1 lmm0.imbal     3  63.9  66.5  -28.9       57.9     NA       NA NA
    ## 2 lmm1.imbal     4  60.8  64.3  -26.4       52.8      5.09     1  0.0240

# Kenward–Roger approach

The Kenward–Roger approximation is exact in certain balanced designs in the sense that the approximation produces the same result as the paired \(t\)–test.

    kr.bal <- KRmodcomp(lmm1.bal, lmm0.bal)
    kr.bal |> tidy()

    ## # A tibble: 1 × 5
    ##   type   stat   ndf   ddf p.value
    ##   <chr> <dbl> <int> <dbl>   <dbl>
    ## 1 Ftest  11.2     1  9.00 0.00854

    summary(kr.bal) |> tidy()

    ## F-test with Kenward-Roger approximation; time: 0.03 sec
    ## large : wear ~ material + (1 | boyf)
    ## small : wear ~ (1 | boyf)
    ##          stat    ndf    ddf F.scaling  p.value
    ## Ftest  11.215  1.000  9.000         1 0.008539 **
    ## FtestU 11.215  1.000  9.000           0.008539 **
    ## ---
    ## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

    ## # A tibble: 2 × 6
    ##   type    stat   ndf   ddf F.scaling p.value
    ##   <chr>  <dbl> <int> <dbl>     <dbl>   <dbl>
    ## 1 Ftest   11.2     1  9.00         1 0.00854
    ## 2 FtestU  11.2     1  9.00        NA 0.00854

For the imbalanced data we get

    kr.imbal <- KRmodcomp(lmm1.imbal, lmm0.imbal)
    kr.imbal |> tidy()

    ## # A tibble: 1 × 5
    ##   type   stat   ndf   ddf p.value
    ##   <chr> <dbl> <int> <dbl>   <dbl>
    ## 1 Ftest  5.99     1  7.02  0.0442

    summary(kr.imbal) |> tidy()

    ## F-test with Kenward-Roger approximation; time: 0.01 sec
    ## large : wear ~ material + (1 | boyf)
    ## small : wear ~ (1 | boyf)
    ##          stat    ndf    ddf F.scaling p.value
    ## Ftest  5.9893 1.0000 7.0219         1 0.04418 *
    ## FtestU 5.9893 1.0000 7.0219           0.04418 *
    ## ---
    ## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

    ## # A tibble: 2 × 6
    ##   type    stat   ndf   ddf F.scaling p.value
    ##   <chr>  <dbl> <int> <dbl>     <dbl>   <dbl>
    ## 1 Ftest   5.99     1  7.02         1  0.0442
    ## 2 FtestU  5.99     1  7.02        NA  0.0442

Estimated degrees of freedom can be found with

    c(bal_ddf = getKR(kr.bal, "ddf"), imbal_ddf = getKR(kr.imbal, "ddf"))

    ##   bal_ddf imbal_ddf
    ##  9.000000  7.021904

Notice that the Kenward-Roger approximation gives results similar to but not identical to the paired \(t\)–test when the two boys are removed:

    shoes2 <- list(A=shoes$A[-(1:2)], B=shoes$B[-(1:2)])
    t.test(shoes2$A, shoes2$B, paired=T) |> tidy()

    ## # A tibble: 1 × 8
    ##   estimate statistic p.value parameter conf.low conf.high method     alternative
    ##      <dbl>     <dbl>   <dbl>     <dbl>    <dbl>     <dbl> <chr>      <chr>
    ## 1   -0.337     -2.39  0.0483         7   -0.672  -0.00328 Paired t-… two.sided

# Satterthwaite approach

The Satterthwaite approximation is exact in certain balanced designs in the sense that the approximation produces the same result as the paired \(t\)–test.

    sat.bal <- SATmodcomp(lmm1.bal, lmm0.bal)
    sat.bal |> tidy()

    ## # A tibble: 1 × 5
    ##   type  statistic   ndf   ddf p.value
    ##   <chr>     <dbl> <int> <dbl>   <dbl>
    ## 1 Ftest      11.2     1  9.00 0.00854

    sat.imbal <- SATmodcomp(lmm1.imbal, lmm0.imbal)
    sat.imbal |> tidy()

    ## # A tibble: 1 × 5
    ##   type  statistic   ndf   ddf p.value
    ##   <chr>     <dbl> <int> <dbl>   <dbl>
    ## 1 Ftest      6.00     1  7.01  0.0441

Estimated degrees of freedom can be found with

    c(bal_ddf = getSAT(sat.bal, "ddf"), imbal_ddf = getSAT(sat.imbal, "ddf"))

    ##   bal_ddf imbal_ddf
    ##  9.000000  7.010863

# Parametric bootstrap

Parametric bootstrap provides an alternative but many simulations are often needed to provide credible results (also many more than shown here; in this connection it can be useful to exploit that computations can be made en parallel, see the documentation):

    pb.bal <- PBmodcomp(lmm1.bal, lmm0.bal, nsim=500, cl=2)
    pb.bal |> tidy()

    ## # A tibble: 2 × 4
    ##   type    stat    df p.value
    ##   <chr>  <dbl> <dbl>   <dbl>
    ## 1 LRT     8.09     1 0.00445
    ## 2 PBtest  8.09    NA 0.0120

    summary(pb.bal) |> tidy()

    ## # A tibble: 5 × 5
    ##   type      stat    df   ddf p.value
    ##   <chr>    <dbl> <dbl> <dbl>   <dbl>
    ## 1 LRT       8.09     1  NA   0.00445
    ## 2 PBtest    8.09    NA  NA   0.0120
    ## 3 Gamma     8.09    NA  NA   0.00717
    ## 4 Bartlett  6.96     1  NA   0.00835
    ## 5 F         8.09     1  14.3 0.0128

For the imbalanced data, the result is similar to the result from the paired \(t\)–test.

    pb.imbal <- PBmodcomp(lmm1.imbal, lmm0.imbal, nsim=500, cl=2)
    pb.imbal |> tidy()

    ## # A tibble: 2 × 4
    ##   type    stat    df p.value
    ##   <chr>  <dbl> <dbl>   <dbl>
    ## 1 LRT     5.09     1  0.0240
    ## 2 PBtest  5.09    NA  0.0459

    summary(pb.imbal)  |> tidy()

    ## # A tibble: 5 × 5
    ##   type      stat    df   ddf p.value
    ##   <chr>    <dbl> <dbl> <dbl>   <dbl>
    ## 1 LRT       5.09     1  NA    0.0240
    ## 2 PBtest    5.09    NA  NA    0.0459
    ## 3 Gamma     5.09    NA  NA    0.0373
    ## 4 Bartlett  4.13     1  NA    0.0421
    ## 5 F         5.09     1  10.6  0.0462

# Matrices for random effects

The matrices involved in the random effects can be obtained with

    shoe3 <- subset(shoe.bal, boy<=5)
    shoe3 <- shoe3[order(shoe3$boy), ]
    lmm1  <- lmer( wear ~ material + (1|boyf), data=shoe3 )
    str( SG <- get_SigmaG( lmm1 ), max=2)

    ## List of 3
    ##  $ Sigma   :Formal class 'dgCMatrix' [package "Matrix"] with 6 slots
    ##  $ G       :List of 2
    ##   ..$ :Formal class 'dgCMatrix' [package "Matrix"] with 6 slots
    ##   ..$ :Formal class 'dgCMatrix' [package "Matrix"] with 6 slots
    ##  $ n.ggamma: int 2

    round( SG$Sigma*10 )

    ## 10 x 10 sparse Matrix of class "dgCMatrix"

    ##   [[ suppressing 10 column names 'A1', 'B1', 'A2' ... ]]

    ##
    ## A1 53 52  .  .  .  .  .  .  .  .
    ## B1 52 53  .  .  .  .  .  .  .  .
    ## A2  .  . 53 52  .  .  .  .  .  .
    ## B2  .  . 52 53  .  .  .  .  .  .
    ## A3  .  .  .  . 53 52  .  .  .  .
    ## B3  .  .  .  . 52 53  .  .  .  .
    ## A4  .  .  .  .  .  . 53 52  .  .
    ## B4  .  .  .  .  .  . 52 53  .  .
    ## A5  .  .  .  .  .  .  .  . 53 52
    ## B5  .  .  .  .  .  .  .  . 52 53

    SG$G

    ## [[1]]
    ## 10 x 10 sparse Matrix of class "dgCMatrix"

    ##   [[ suppressing 10 column names 'A1', 'B1', 'A2' ... ]]

    ##
    ## A1 1 1 . . . . . . . .
    ## B1 1 1 . . . . . . . .
    ## A2 . . 1 1 . . . . . .
    ## B2 . . 1 1 . . . . . .
    ## A3 . . . . 1 1 . . . .
    ## B3 . . . . 1 1 . . . .
    ## A4 . . . . . . 1 1 . .
    ## B4 . . . . . . 1 1 . .
    ## A5 . . . . . . . . 1 1
    ## B5 . . . . . . . . 1 1
    ##
    ## [[2]]
    ## 10 x 10 sparse Matrix of class "dgCMatrix"
    ##
    ##  [1,] 1 . . . . . . . . .
    ##  [2,] . 1 . . . . . . . .
    ##  [3,] . . 1 . . . . . . .
    ##  [4,] . . . 1 . . . . . .
    ##  [5,] . . . . 1 . . . . .
    ##  [6,] . . . . . 1 . . . .
    ##  [7,] . . . . . . 1 . . .
    ##  [8,] . . . . . . . 1 . .
    ##  [9,] . . . . . . . . 1 .
    ## [10,] . . . . . . . . . 1