easystats / easystats/performance
Outliers in glmmTMB
Nobody has claimed this yet.
- Dominant language
- R
- Stars
- 1.2k
- Forks
- 109
- Avg merge
- 6h 34m
- Merged PRs (30d)
- 8
Description
From R mixed models list:
I don't know about packages that will directly work with glmmTMB objects, but computing Cook's distances can be easily done by hand. Let b be the vector with the estimated fixed effects from the model and V(b) the corresponding var-cov matrix. You can extract these with fixef() and vcov() from your model. Now leave out either a single observation or a cluster of observations (e.g., all observations corresponding to an individual) and let b_{-i} denote the estimated fixed effects when fitting the data to this subset of the dataset. Then Cook's distances is simply
D_i = (b - b_{-i})' V(b)^{-1} (b - b_{-i})
Now rinse and repeat for every i, which is easily done in a loop. It might take a while to complete depending on how complex your model is.
Some might compute D_i with V(b_{-i})^{-1} in place of V(b)^{-1}. Can be done easily at the same time, so you could do both and compare.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No files, tests, or entry points are named. Start by reviewing how the package handles model-specific performance metrics and how glmmTMB objects expose fixef() and vcov(); clarify the supported outlier method and the expected validation before implementation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100