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vICC: Varying Intraclass Correlation Coefficients

Build Status

The goal of vICC is to compute varying intraclass correlation coefficients (ICC) in a one-way random effects model (i.e., a random intercepts only model). Often computing an ICC is the first step when fitting a mixed-effects (a.k.a., hierarchical, multilevel, etc.) model that results in merely one value that is assumed to apply to each group (e.g., person, school, etc.). The underlying assumption is a common within-group variance, whereas, in vICC, a random-effects model is fitted to the residual variance, thereby permitting group-level ICCs. When subjects are the grouping variable, this is akin to investigating individual differences in the ICC.

Measurement Reliability

The methodology in vICC was introduced in Williams, Martin, and Rast (2019). The context was measurement reliability in a cognitive task. To this end, vICC provides ICC(1), that is the correlation for any two observations from the same group, and ICC(2), that is average score reliability. Both ICC(1) and ICC(2) are reliability indices.

Installation

You can install the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("donaldRwilliams/vICC")

Installing JAGS

vICC uses the popular Bayesian software JAGS to estimate the models. It must be downloaded from the following link: https://sourceforge.net/projects/mcmc-jags/files/

Available Models

The following are implemented in vICC:

  1. pick_group:

    This model has a spike and slab on the random intercepts for the within-group variance. This provides posterior inclusion probabilities (PIP) that each group (e.g., person) does not belong to the common within-group variance model.

  2. pick_tau:

    This model has a spike and slab on the random effects standard deviation in the scale model which captures between-group variability in the within-group variances. This provides a PIP that there is variation in the within-group variances. In the context of reliability, a large PIP indicates that measurment invariance does not hold, given there are group-level differences in so-called measurment error.

  3. pick_none:

    This model also provides group-specific reliability, but there is no spike and slab formulation.

  4. customary:

    This is the standard random intercept model that assumes a common within-group variance.

Note that options 1 and 2 provide Bayesian model averaged estimates for the ICCs.

Example

This is a basic example which shows you how to implement pick_group

library(vICC)
library(ggplot2)

# congruent trials
congruent <- subset(flanker, cond == 0)


# subset 25 from each group
dat <- congruent[unlist(tapply(1:nrow(congruent), 
                               congruent$id, 
                               head, 25)), ]

# fit model
fit <- vicc(
  y  = dat$rt,
  group = dat$id,
  chains = 2,
  iter = 500,
  burnin = 10,
  type =  "pick_group"
)

fit

#> vICC: Varying Intraclass Correlation Coefficients
#> Type: pick_group 
#> -----
#> Random Effects:
#>                 Post.mean Post.sd Cred.lb Cred.ub
#> RE.sd.mean      0.0467    0.0064  0.0362  0.0607 
#> RE.sd.sigma     0.5241    0.0639  0.4056  0.6541 
#> Cor(mean,sigma) 0.7929    0.0859  0.5983  0.9303 
#> 
#> Fixed Effects:
#>          Post.mean Post.sd Cred.lb Cred.ub
#> FE.mean  0.4402    0.0070  0.4258  0.4529 
#> FE.sigma 0.0954    0.0045  0.0869  0.1046 
#> ICC(1)   0.1950    0.0471  0.1189  0.3022 
#> ICC(2)   0.8511    0.0375  0.7714  0.9154 
#> -----

RE.sd.sigma is the between-group standard deviation for the within-group variances, which is quite large and separated from zero in these data. Further, Cor(mean, sigma) is the correlation between the group-level means and the standard deviations.

Posterior Inclusion Probabilities

The posterior inclusion probabilities are obtained with

pips <- pip(fit)
pips

Posterior Inclusion Probabilities:

#>  Parameter Group PIP  
#>  RE_1       1    0.303
#>  RE_2       2    0.283
#>  RE_3       3    0.219
#>  RE_4       4    0.998
#>  RE_5       5    0.443
#>  RE_6       6    0.346
#>  RE_7       7    0.645
#>  RE_8       8    0.323
#>  RE_9       9    0.325
#>  RE_10     10    0.268
#>  RE_11     11    0.238
#>  RE_12     12    1.000
#>  RE_13     13    0.552
#>  RE_14     14    0.339
#>  RE_15     15    0.716
#>  RE_16     16    0.913
#>  RE_17     17    1.000
#>  RE_18     18    0.992
#>  RE_19     19    0.987
#>  RE_20     20    0.998
#>  RE_21     21    1.000
#>  RE_22     22    0.997
#>  RE_23     23    0.474
#>  RE_24     24    0.398
#>  RE_25     25    0.230
#>  RE_26     26    0.427
#>  RE_27     27    0.417
#>  RE_28     28    0.945
#>  RE_29     29    0.335
#>  RE_30     30    0.255
#>  RE_31     31    0.977
#>  RE_32     32    0.330
#>  RE_33     33    0.778
#>  RE_34     34    1.000
#>  RE_35     35    1.000
#>  RE_36     36    0.227
#>  RE_37     37    0.331
#>  RE_38     38    0.348
#>  RE_39     39    0.213
#>  RE_40     40    0.249
#>  RE_41     41    1.000
#>  RE_42     42    0.999
#>  RE_43     43    0.766
#>  RE_44     44    1.000
#>  RE_45     45    0.586
#>  RE_46     46    0.852
#>  RE_47     47    1.000
#> 
#> ------

which provide the probability that each group differs from the fixed effect within-group variance. The PIPs can then be plotted with

plot(pips)

Plotting Group-Level Reliability

The group-level reliability, or ICCs, are plotted with

plts <- plot(fit)

plts$plot_icc1 + 
  theme(axis.text.x=element_text(angle=90, hjust=1), 
        legend.title = element_blank()) +
  xlab("Group")

Notice that the object plts can be further modified with ggplot2. Further, it also includes plots for the means (plot_mean), standard deviations (plot_sd), ICC(2) (plot_icc2).

Citing vICC

Please cite Williams, Martin, and Rast (2019) when describing the method and citation("vICC") when stating the software used in the work.

References

Williams, Donald R, Stephen R Martin, and Philippe Rast. 2019. “Putting the Individual into Reliability: Bayesian Testing of Homogeneous Within-Person Variance in Hierarchical Models.” PsyArXiv.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.