interactions
Comprehensive, User-Friendly Toolkit for Probing Interactions
A suite of functions for conducting and interpreting analysis of statistical interaction in regression models that was formerly part of the 'jtools' package. Functionality includes visualization of two- and three-way interactions among continuous and/or categorical variables as well as calculation of "simple slopes" and Johnson-Neyman intervals. These capabilities are implemented for generalized linear models in addition to the standard linear regression context.
This package consists of a number of tools that pertain to the analysis
and exploration of statistical interactions in the context of
regression. Some of these features, especially those that pertain to
visualization, are not exactly impossible to do oneself but are tedious
and error-prone when done “by hand.” Most things in interactions were
once part of the jtools package and
have been spun off to this package for clarity and simplicity.
Quick rundown of features:
- simple slopes analysis
- calculation of Johnson-Neyman intervals
- visualization of predicted and observed values using
ggplot2
All of these are implemented in a consistent interface designed to be as
simple as possible with tweaks and guts available to advanced users.
GLMs, models from the survey package, and multilevel models from
lme4 are fully supported as is visualization for Bayesian models from
rstanaram and brms.
Installation
For the moment, the package has just been submitted to CRAN and may not yet be available as you read this. If that is the case, please install from Github.
source("https://install-github.me/jacob-long/interactions")
Usage
Unless you have a really keen eye and good familiarity with both the underlying mathematics and the scale of your variables, it can be very difficult to look at the output of regression model that includes an interaction and actually understand what the model is telling you.
This package contains several means of aiding understanding and doing statistical inference with interactions.
Johnson-Neyman intervals and simple slopes analysis
The “classic” way of probing an interaction effect is to calculate the slope of the focal predictor at different values of the moderator. When the moderator is binary, this is especially informative—e.g., what is the slope for men vs. women? But you can also arbitrarily choose points for continuous moderators.
With that said, the more statistically rigorous way to explore these effects is to find the Johnson-Neyman interval, which tells you the range of values of the moderator in which the slope of the predictor is significant vs. nonsignificant at a specified alpha level.
The sim_slopes function will by default find the Johnson-Neyman
interval and tell you the predictor’s slope at specified values of the
moderator; by default either both values of binary predictors or the
mean and the mean +/- one standard deviation for continuous moderators.
library(interactions)fiti <- lm(mpg ~ hp * wt, data = mtcars)sim_slopes(fiti, pred = hp, modx = wt, jnplot = TRUE)
#> JOHNSON-NEYMAN INTERVAL
#>
#> When wt is OUTSIDE the interval [3.69, 5.90], the slope of hp is p <
#> .05.
#>
#> Note: The range of observed values of wt is [1.51, 5.42]
#> SIMPLE SLOPES ANALYSIS
#>
#> Slope of hp when wt = 4.20 (+ 1 SD):
#>
#> Est. S.E. t val. p
#> ------ ----- ------- -----
#> -0.00 0.01 -0.31 0.76
#>
#> Slope of hp when wt = 3.22 (Mean):
#>
#> Est. S.E. t val. p
#> ------ ----- ------- -----
#> -0.03 0.01 -4.07 0.00
#>
#> Slope of hp when wt = 2.24 (- 1 SD):
#>
#> Est. S.E. t val. p
#> ------ ----- ------- -----
#> -0.06 0.01 -5.66 0.00
The Johnson-Neyman plot can really help you get a handle on what the
interval is telling you, too. Note that you can look at the
Johnson-Neyman interval directly with the johnson_neyman function.
The above all generalize to three-way interactions, too.
Visualizing interaction effects
This function plots two- and three-way interactions using ggplot2 with
a similar interface to the aforementioned sim_slopes function. Users
can customize the appearance with familiar ggplot2 commands. It
supports several customizations, like confidence intervals.
interact_plot(fiti, pred = hp, modx = wt, interval = TRUE)
You can also plot the observed data for comparison:
interact_plot(fiti, pred = hp, modx = wt, plot.points = TRUE)
The function also supports categorical moderators—plotting observed data in these cases can reveal striking patterns.
fitiris <- lm(Petal.Length ~ Petal.Width * Species, data = iris)interact_plot(fitiris, pred = Petal.Width, modx = Species, plot.points = TRUE)
You may also combine the plotting and simple slopes functions by using
probe_interaction, which calls both functions simultaneously.
Categorical by categorical interactions can be investigated using the
cat_plot function.
Contributing
I’m happy to receive bug reports, suggestions, questions, and (most of all) contributions to fix problems and add features. I prefer you use the Github issues system over trying to reach out to me in other ways. Pull requests for contributions are encouraged.
Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.
License
The source code of this package is licensed under the MIT License.
News
interactions 1.0.0
This is the first release, but a look at the NEWS for
jtools prior to its version 2.0.0 will
give you an idea of the history of the functions in this package.
What follows is an accounting of changes to functions in this package since
they were last in jtools.
- Plots made by
interactionsnow have a new theme, which you can use yourself, calledtheme_nice(from thejtoolspackage). The previous default,theme_apa, is still available but I don't like it as a default since I don't think the APA has defined the nicest-looking design guidelines for general use. interact_plotnow has appropriate coloring for observed data when the moderator is numeric (#1). In previous versions I had to use a workaround that involved tweaking the alpha of the observed data points.interact_plotandcat_plotnow use tidy evaluation for thepred,modx, andmod2arguments. This means you can pass a variable that contains the name ofpred/modx/mod2, which is most useful if you are creating a function, for loop, etc. If using a variable, put a!!from therlangpackage before it (e.g.,pred = !! variable). For most users, these changes will not affect their usage.sim_slopesno longer prints coefficient tables as data frames because this caused RStudio notebook users issues with the output not being printed to the console and having the notebook format them in less-than-ideal ways. The tables now have a markdown format that might remind you of Stata's coefficient tables. Thanks to Kim Henry for contacting me about this.
Use partial residuals for plotting
One negative when visualizing predictions alongside original data
with interact_plot or similar
tools is that the observed data may be too spread out to pick up on any
patterns. However, sometimes your model is controlling for the causes of this
scattering, especially with multilevel models that have random intercepts.
Partial residuals include the effects of all the controlled-for variables
and let you see how well your model performs with all of those things accounted
for.
You can plot partial residuals instead of the observed data in interact_plot
and cat_plot via the argument partial.residuals = TRUE.
Important changes to make_predictions and removal of plot_predictions
In the jtools 1.0.0 release, I introduced make_predictions as a lower-level
way to emulate the functionality of effect_plot, interact_plot, and
cat_plot. This would return a list object with predicted data, the original
data, and a bunch of attributes containing information about how to plot it.
One could then take this object, with class predictions, and use it as the
main argument to plot_predictions, which was another new function that
creates the plots you would see in effect_plot et al.
I have simplified make_predictions to be less specific to those plotting
functions and eliminated plot_predictions, which was ultimately too complex
to maintain and caused problems for separating the interaction tools into a
separate package. make_predictions by default simply creates a new data frame
of predicted values along a pred variable. It no longer accepts modx or
mod2 arguments. Instead, it accepts an argument called at where a user can
specify any number of variables and values to generate predictions at. This
syntax is designed to be similar to the predictions/margins packages. See
the jtools documentation for more info on this revised syntax.