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This vignette shows how to calculate adjusted predictions for mixed models. However, for mixed models, since random effects are involved, we can calculate conditional predictions and marginal predictions. We also have to distinguish between population-level and unit-level predictions. Additionally, random effects uncertainty can be taken into account, which would lead to prediction intervals instead of confidence intervals.

But one thing at a time…

Population-level predictions for mixed effects models

Mixed models are used to account for the dependency of observations within groups, e.g. repeated measurements within subjects, or students within schools. The dependency is modeled by random effects, i.e. mixed model at least have one grouping variable (or factor) as higher level unit.

At the lowest level, you have your fixed effects, i.e. your “independent variables” or “predictors”.

Adjusted predictions can now be calculated for specified values or levels of the focal terms, however, either for the full sample (population-level) or for each level of the grouping variable (unit-level). The latter is particularly useful when the grouping variable is of interest, e.g. when you want to compare the effect of a predictor between different groups.

Conditional and marginal effects and predictions

We start with the population-level predictions. Here you can either calculate the conditional or the marginal effect. The conditional effect is the effect of a predictor in an average or typical group, while the marginal effect is the average effect of a predictor across all groups. E.g. let’s say we have countries as grouping variable and gdp (gross domestic product per capita) as predictor, then the conditional and marginal effect would be:

  • conditional effect: effect of gdp in an average or typical country. To get conditional predictions, we use predict_response() or predict_response(margin = "mean_mode").

  • marginal effect: average effect of gdp across all countries. To get marginal (or average) predictions, we use predict_response(margin = "empirical").

While the term “effect” referes to the strength of the relationship between a predictor and the response, “predictions” refer to the actual predicted values of the response. Thus, in the following, we will talk about conditional and marginal (or average) predictions.

In a balanced data set, where all groups have the same number of observations, the conditional and marginal predictions are often similar (maybe slightly different, depending on the non-focal predictors). However, in unbalanced data, the conditional and marginal predicted values can largely differ.

library(ggeffects)
library(lme4)
data(sleepstudy)

# balanced data set
m <- lmer(Reaction ~ Days + (1 + Days | Subject), data = sleepstudy)

# conditional predictions
predict_response(m, "Days [1,5,9]")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    261.87 | 248.48, 275.27
#>    5 |    303.74 | 284.83, 322.65
#>    9 |    345.61 | 316.74, 374.48
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)

# average marginal predictions
predict_response(m, "Days [1,5,9]", margin = "empirical")
#> # Average predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    261.87 | 248.48, 275.27
#>    5 |    303.74 | 284.83, 322.65
#>    9 |    345.61 | 316.74, 374.48

# create imbalanced data set
set.seed(123)
strapped <- sleepstudy[sample.int(nrow(sleepstudy), nrow(sleepstudy), replace = TRUE), ]
m <- lmer(Reaction ~ Days + (1 + Days | Subject), data = strapped)

# conditional predictions
predict_response(m, "Days [1,5,9]")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    261.49 | 246.57, 276.40
#>    5 |    302.13 | 281.30, 322.97
#>    9 |    342.78 | 311.19, 374.37
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)

# average marginal predictions
predict_response(m, "Days [1,5,9]", margin = "empirical")
#> # Average predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    259.04 | 244.13, 273.95
#>    5 |    300.01 | 279.17, 320.84
#>    9 |    340.97 | 309.37, 372.56

Prediction intervals (random effects uncertainty)

For conditional predictions (i.e. when margin is not set to "empirical"), the uncertainty of the random effects can be taken into account. This leads to prediction intervals instead of confidence intervals. To do so, we need to set type = "random".

The random-effect variance, which is included when type = "random", is the mean random-effect variance. Calculation is based on the proposal from Johnson et al. 2014, which is also implemented in functions like performance::r2() or insight::get_variance() to get r-squared values or random-effect variances for mixed models with more complex random effects structures.

As can be seen, compared to the previous examples, predicted values are identical (both on the population-level). However, standard errors, and thus the resulting confidence (or prediction) intervals are much larger .

predict_response(m, "Days [1,5,9]", type = "random")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    261.49 | 226.59, 296.38
#>    5 |    302.13 | 264.33, 339.94
#>    9 |    342.78 | 298.13, 387.43
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)

# Or as comparison via plots:
library(patchwork)
pr1 <- predict_response(m, "Days [1,5,9]")
pr2 <- predict_response(m, "Days [1,5,9]", type = "random")
plot(pr1, limits = c(200, 400)) + plot(pr2, limits = c(200, 400))

It is also possible to obtain predicted values by simulating from the model, where predictions are based on simulate(). The predicted values come closer to marginal predictions estimates, but the intervals come closer to prediction intervals.

predict_response(m, "Days", type = "simulate")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    0 |    250.22 | 218.68, 281.83
#>    1 |    261.51 | 230.34, 292.66
#>    2 |    265.33 | 234.51, 296.45
#>    3 |    279.24 | 247.73, 310.43
#>    5 |    286.54 | 255.42, 317.50
#>    6 |    332.07 | 301.25, 363.38
#>    7 |    336.58 | 305.70, 367.80
#>    9 |    331.56 | 300.30, 362.91

When are predictions affected by type = "fixed" and type = "random"?

The conditional predictions returned by predict_response() for the default marginalization (i.e. when margina is set to "mean_reference" or "mean_mode") may differ, depending on whether type = "fixed" or type = "random" is used. This is because predict(..., re.form = NA) is called for type = "fixed", and predict(..., re.form = NULL) is called for type = "random", which can lead to different predictions depending on whether REML was set to TRUE or FALSE for model fitting.

When REML = FALSE, re.form = NA and re.form = NULL are identical, and thus predictions are not affected by type = "fixed" and type = "random". However, when REML = TRUE, re.form = NA and re.form = NULL can return different predictions, also depending on whether factors are included in the model or not. The following example shows a case where predictions are affected by type = "fixed" and type = "random".

library(glmmTMB)
set.seed(123)
sleepstudy$x <- as.factor(sample(1:3, nrow(sleepstudy), replace = TRUE))
# REML is FALSE
m1 <- glmmTMB(Reaction ~ Days + x + (1 + Days | Subject), data = sleepstudy, REML = FALSE)
# REML is TRUE
m2 <- glmmTMB(Reaction ~ Days + x + (1 + Days | Subject), data = sleepstudy, REML = TRUE)

# predictions when REML is FALSE - no difference between type = "fixed"
# and type = "random" in predictions, only for intervals
predict_response(m1, "Days [1:3]")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    260.22 | 245.82, 274.63
#>    2 |    270.69 | 255.77, 285.61
#>    3 |    281.16 | 265.19, 297.12
#> 
#> Adjusted for:
#> *       x = 1
#> * Subject = NA (population-level)
predict_response(m1, "Days [1:3]", type = "random")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    260.22 | 208.07, 312.37
#>    2 |    270.69 | 218.40, 322.99
#>    3 |    281.16 | 228.56, 333.76
#> 
#> Adjusted for:
#> *       x = 1
#> * Subject = NA (population-level)

# predictions when REML is TRUE - we now see a difference both
# for intervals *and* predictions
predict_response(m2, "Days [1:3]")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    254.63 | 246.25, 263.02
#>    2 |    265.07 | 257.33, 272.81
#>    3 |    275.50 | 268.22, 282.78
#> 
#> Adjusted for:
#> *       x = 1
#> * Subject = NA (population-level)
predict_response(m2, "Days[1:3]", type = "random")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    1 |    260.23 | 207.65, 312.80
#>    2 |    270.69 | 217.97, 323.42
#>    3 |    281.16 | 228.11, 334.21
#> 
#> Adjusted for:
#> *       x = 1
#> * Subject = NA (population-level)

To summarize…

For conditional predictions (i.e. the default marginalization method in predict_response()), following differences can be observed:

  • type = "fixed": predictions are on the population-level, and do not account for the random effect variances. re.form = NA when calling predict(). Intervals for the predicted values are confidence intervals.

  • type = "random": predictions are on the population-level, but conditioned on the random effects (i.e. including random effect variances). re.form = NULL when calling predict(). Intervals are prediction intervals.

  • type = "random", interval = "confidence": predictions are on the population-level, conditioned on the random effects (which means that re.form = NULL when calling predict()), however, intervals are confidence intervals.

Population-level predictions for gam and glmer models

The output of predict_response() indicates that the grouping variable of the random effects is set to “population level” (adjustment), e.g. in case of lme4, following is printed:

Adjusted for: * Subject = 0 (population-level)

A comparable model fitted with mgcv::gam() would print a different message:

Adjusted for: * Subject = 308

The reason is because the correctly printed information about adjustment for random effects is based on insight::find_random(), which returns NULL for gams with random effects defined via s(..., bs = "re"). However, predictions are still correct, when population-level predictions are requested. Here’s an example:

data("sleepstudy", package = "lme4")
# mixed model with lme4
m_lmer <- lme4::lmer(Reaction ~ poly(Days, 2) + (1 | Subject),
  data = sleepstudy
)
# equivalent model, random effects are defined via s(..., bs = "re")
m_gam <- mgcv::gam(Reaction ~ poly(Days, 2) + s(Subject, bs = "re"),
  family = gaussian(), data = sleepstudy, method = "ML"
)

# predictions are identical
predict_response(m_gam, terms = "Days", exclude = "s(Subject)", newdata.guaranteed = TRUE)
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    0 |    255.45 | 235.12, 275.78
#>    1 |    263.22 | 244.71, 281.73
#>    2 |    271.67 | 253.70, 289.63
#>    3 |    280.78 | 262.75, 298.82
#>    5 |    301.05 | 282.84, 319.25
#>    6 |    312.19 | 294.15, 330.22
#>    7 |    324.00 | 306.03, 341.97
#>    9 |    349.65 | 329.33, 369.98
#> 
#> Adjusted for:
#> * Subject = 308

predict_response(m_lmer, terms = "Days")
#> # Predicted values of Reaction
#> 
#> Days | Predicted |         95% CI
#> ---------------------------------
#>    0 |    255.45 | 234.79, 276.10
#>    1 |    263.22 | 244.35, 282.09
#>    2 |    271.67 | 253.33, 290.00
#>    3 |    280.78 | 262.38, 299.19
#>    5 |    301.05 | 282.48, 319.61
#>    6 |    312.19 | 293.78, 330.59
#>    7 |    324.00 | 305.66, 342.34
#>    9 |    349.65 | 329.00, 370.31
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)

Adjusted predictions for zero-inflated mixed models

For zero-inflated mixed effects models, typically fitted with the glmmTMB or GLMMadaptive packages, predict_response() (except when margin = "empirical") can return predicted values of the response, conditioned on following prediction-types:

  • the fixed effects of the conditional (or “count”) model only (type = "fixed")
  • the fixed effects of the conditional model only (population-level), taking the random-effect variances into account, i.e. prediction intervals are returned (type = "random")
  • the fixed effects and zero-inflation component (type = "zero_inflated")
  • the fixed effects and zero-inflation component (population-level), taking the random-effect variances into account, i.e. prediction intervals are returned (type = "zi_random")
  • all model parameters (type = "simulate")

predict_response(margin = "empirical") accepts values for type based on the model’s predict() method. For models of class glmmTMB, these are "response", "link", "conditional", "zprob", "zlink", or "disp". By default, type = "response", and the returned average marginal predictions (averaged across all random effects and model components) are most comparable to predict_response(type = "simulate")

Adjusted predictions for the conditional model

For now, we show examples for conditional predictions, which is the default marginalization method in predict_response().

library(glmmTMB)
data(Salamanders)
m <- glmmTMB(
  count ~ spp + mined + (1 | site),
  ziformula = ~ spp + mined,
  family = truncated_poisson,
  data = Salamanders
)

Similar to mixed models without zero-inflation component, type = "fixed" and type = "random" for glmmTMB-models (with zero-inflation) both return predictions on the population-level, where the latter option accounts for the uncertainty of the random effects. For both, predict(..., type = "link") is called (however, predicted values are back-transformed to the response scale), and for the latter, prediction intervals are returned.

predict_response(m, "spp")
#> # Predicted counts of count
#> 
#> spp   | Predicted |     95% CI
#> ------------------------------
#> GP    |      0.94 | 0.62, 1.40
#> PR    |      0.56 | 0.30, 1.02
#> DM    |      1.17 | 0.80, 1.70
#> EC-A  |      0.77 | 0.48, 1.23
#> EC-L  |      1.79 | 1.25, 2.55
#> DES-L |      1.71 | 1.20, 2.44
#> DF    |      0.98 | 0.67, 1.44
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

predict_response(m, "spp", type = "random")
#> # Predicted counts of count
#> 
#> spp   | Predicted |      95% CI
#> -------------------------------
#> GP    |      0.94 | 0.13,  6.92
#> PR    |      0.56 | 0.07,  4.32
#> DM    |      1.17 | 0.16,  8.61
#> EC-A  |      0.77 | 0.10,  5.77
#> EC-L  |      1.79 | 0.24, 13.09
#> DES-L |      1.71 | 0.23, 12.56
#> DF    |      0.98 | 0.13,  7.22
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

Adjusted predictions for the full model

For type = "zero_inflated", the predicted response value is the expected value mu*(1-p). Since the zero inflation and the conditional model are working in “opposite directions”, a higher expected value for the zero inflation means a lower response, but a higher value for the conditional (“count”) model means a higher response. While it is possible to calculate predicted values with predict(..., type = "response"), standard errors and confidence intervals can not be derived directly from the predict()-function. Thus, confidence intervals for type = "zero_inflated" are based on quantiles of simulated draws from a multivariate normal distribution (see also Brooks et al. 2017, pp.391-392 for details).

predict_response(m, "spp", type = "zero_inflated")
#> # Predicted counts of count
#> 
#> spp   | Predicted |     95% CI
#> ------------------------------
#> GP    |      0.23 | 0.13, 0.32
#> PR    |      0.04 | 0.02, 0.06
#> DM    |      0.36 | 0.21, 0.50
#> EC-A  |      0.08 | 0.05, 0.11
#> EC-L  |      0.45 | 0.23, 0.67
#> DES-L |      0.53 | 0.29, 0.77
#> DF    |      0.33 | 0.20, 0.45
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

Simulated outcome (full model)

It is possible to obtain predicted values by simulating from the model, where predictions are based on simulate() (see Brooks et al. 2017, pp.392-393 for details). To achieve this, use type = "simulate".

predict_response(m, "spp", type = "simulate")
#> # Predicted counts of count
#> 
#> spp   | Predicted |     95% CI
#> ------------------------------
#> GP    |      1.10 | 0.00, 4.14
#> PR    |      0.29 | 0.00, 2.25
#> DM    |      1.52 | 0.00, 5.26
#> EC-A  |      0.54 | 0.00, 3.08
#> EC-L  |      2.20 | 0.00, 7.17
#> DES-L |      2.28 | 0.00, 7.07
#> DF    |      1.32 | 0.00, 4.69

Average marginal predictions for the full model

Average marginal predictions for zero-inflated mixed models can be calculated with margin = "empirical". The returned values are most comparable to predict_response(type = "simulate"). The next example shows the average marginal predicted values of spp on the response across all sites, taking the zero-inflation component into account.

predict_response(m, "spp", margin = "empirical")
#> # Average predicted counts of count
#> 
#> spp   | Predicted |     95% CI
#> ------------------------------
#> GP    |      1.09 | 0.82, 1.36
#> PR    |      0.29 | 0.14, 0.45
#> DM    |      1.51 | 1.19, 1.84
#> EC-A  |      0.54 | 0.32, 0.75
#> EC-L  |      2.20 | 1.77, 2.63
#> DES-L |      2.27 | 1.87, 2.67
#> DF    |      1.31 | 1.03, 1.60

Unit-level predictions (predictions for each level of random effects)

Adjusted predictions can also be calculated for each group level (unit-level) in mixed models. Simply add the name of the related random effects term to the terms-argument, and set type = "random". For predict_response(margin = "empirical"), you don’t need to set type = "random".

In the following example, we fit a linear mixed model and first simply plot the adjusted predictions, not conditioned on random-effect variances.

library(sjlabelled)
data(efc)
efc$e15relat <- as_label(efc$e15relat)
m <- lmer(neg_c_7 ~ c12hour + c160age + c161sex + (1 | e15relat), data = efc)
me <- predict_response(m, terms = "c12hour")
plot(me)

Changing the type to type = "random" still returns population-level predictions by default. Recall that the major difference between type = "fixed" and type = "random" is the uncertainty in the variance parameters. This leads to larger confidence intervals (i.e. prediction intervals) for adjusted predictions with type = "random".

me <- predict_response(m, terms = "c12hour", type = "random")
plot(me)

To compute adjusted predictions for each grouping level, add the related random term to the terms-argument. In this case, prediction intervals are calculated and predictions are conditioned on each unit-level of the random effects.

me <- predict_response(m, terms = c("c12hour", "e15relat"), type = "random")
plot(me, show_ci = FALSE)

Since average marginal predictions already consider random effects by averaging over the groups, the type-argument is not needed when margin = "empirical" is set.

me <- predict_response(m, terms = c("c12hour", "e15relat"), margin = "empirical")
plot(me, show_ci = FALSE)

Adjusted predictions, conditioned on random effects, can also be calculated for specific unit-levels only. Add the related values into brackets after the variable name in the terms-argument.

me <- predict_response(m, terms = c("c12hour", "e15relat [child,sibling]"), type = "random")
plot(me, show_ci = FALSE)

…and including prediction intervals…

plot(me)

The most complex plot in this scenario would be a term (c12hour) at certain values of two other terms (c161sex, c160age) for specific unit-levels of random effects (e15relat), so we have four variables in the terms-argument.

me <- predict_response(
  m,
  terms = c("c12hour", "c161sex", "c160age", "e15relat [child,sibling]"),
  type = "random"
)
plot(me)

If the group factor has too many levels, you can also take a random sample of all possible levels and plot the adjusted predictions for this subsample of unit-levels. To do this, use term = "<groupfactor> [sample=n]".

set.seed(123)
m <- lmer(Reaction ~ Days + (1 + Days | Subject), data = sleepstudy)
me <- predict_response(m, terms = c("Days", "Subject [sample=7]"), type = "random")
plot(me)

You can also add the observed data points for each group using show_data = TRUE.

plot(me, show_data = TRUE, show_ci = FALSE)

Prediction and confidence intervals

If unit-levels are of interest, setting type = "random" is obligatory, unless you use predict_response(margin = "empirical"). However, sometimes it can be useful to have confidence instead of prediction intervals, e.g. for pairwise comparisons of random effects. Confidence instead of prediction intervals can be calculated by explicitly setting interval = "confidence", in which case the random effects variances are ignored. predict_response(margin = "empirical") always returns confidence intervals.

me <- predict_response(
  m,
  terms = c("Days", "Subject [sample=7]"),
  type = "random",
  interval = "confidence"
)
# for average marginal effects, this would be:
# predict_response(m, terms = c("Days", "Subject [sample=7]"), margin = "empirical")
plot(me)

References

Brooks ME, Kristensen K, Benthem KJ van, Magnusson A, Berg CW, Nielsen A, et al. glmmTMB Balances Speed and Flexibility Among Packages for Zero-inflated Generalized Linear Mixed Modeling. The R Journal. 2017;9: 378–400.

Johnson PC, O’Hara RB. 2014. Extension of Nakagawa & Schielzeth’s R2GLMM to random slopes models. Methods Ecol Evol, 5: 944-946. (doi: 10.1111/2041-210X.12225)