Chapter 4 Model Comparison

Model comparison allows us to compare multiple hypotheses and identify which is the most supported by the data (McElreath, 2020). First, we need to formalize models according to our hypotheses. Subsequently, we can evaluate which is the most supported model among those considered according to the data using the AIC and BIC (Akaike, 1973; Schwarz, 1978; Wagenmakers & Farrell, 2004).

4.1 Formalize Models

Following the same reasons as before (see Section~2), we consider Zero Inflated Negative Binomial Mixed-Effects models. Again, we consider only the role of gender as a fixed effect and children’s classroom ID as a random effect for \(p\). Whereas, considering \(\mu\), we define four different models to take into account the different theoretical perspectives:

  • fit_ext_zero: we consider only the effect of gender. This model assumes that attachment plays no role.
  • fit_ext_mother: we consider the additive effects of gender and mother attachment. This model supports the idea that only mother attachment is important (Monotropy Theory).
  • fit_ext_additive: we consider the additive effects of gender, mother attachment, and father attachment. This model supports the idea that both mother attachment and father attachment are important, but not their interaction (Hierarchy Theory or Independence Theory).
  • fit_ext_inter: we consider the additive effects of gender and the interaction between mother attachment and father attachment. This model supports the idea that the interaction between mother attachment and father attachment is important (Integration Theory).

Moreover, in all models, we include children’s classroom ID as a random effect to take into account teachers’ different ability to evaluate children’s problems. Using R formula syntax, we have

# formula for p (same for all models)
p ~ gender + (1|ID_class)

# formula for mu

# fit_ext_zero
mu ~ gender + (1|ID_class)

# fit_ext_mother
mu ~ gender + mother + (1|ID_class)

# fit_ext_additive
mu ~ gender + mother + father + (1|ID_class)

# fit_ext_inter
mu ~ gender + mother * father + (1|ID_class)

4.2 AIC and BIC Results

After estimating the models, the AIC and BIC values together with their relative weights are computed. Results are reported in Table~4.1.

Table 4.1: Model comparison externalizing problems (\(n_{subj} = 847\)).
Model Df AIC AIC\(_{weights}\) BIC BIC\(_{weights}\)
fit_ext_zero 6 3865.1 0.00 3898.3 0.78
fit_ext_mother 9 3853.4 0.92 3900.8 0.22
fit_ext_additive 12 3858.4 0.08 3920.0 0.00
fit_ext_inter 21 3867.6 0.00 3971.9 0.00

According to AIC, the most likely model is fit_ext_mother (92%) and the second most likely model is fit_ext_additive (8%) given the data and the set of models considered. According to BIC, instead, the most likely model is fit_ext_zero (78%) and the second most likely model is fit_ext_mother (22%) given the data and the set of models considered.

To interpret these results, note that, AIC tends to select more complex models that can better explain the data, on the contrary, BIC penalizes complex models to a greater extent. As pointed out by Kuha (2004), using the two criteria together is always advocated as agreement provides reassurance on the robustness of the results and disagreement still provides useful information for the discussion. We can say that there is evidence in favour of the role of mother attachment but probably this effect is small.

4.3 Selected Model

Considering the model fit_ext_mother, we can run an analysis of deviance to evaluate the significance of the predictors.

car::Anova(fit_ext_mother)
## Analysis of Deviance Table (Type II Wald chisquare tests)
## 
## Response: externalizing_sum
##         Chisq Df Pr(>Chisq)    
## gender 17.732  1  2.544e-05 ***
## mother 17.398  3  0.0005851 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Results confirm a statistically significant effect of gender and mother attachment. The model summary is reported below.

summary(fit_ext_mother)
##  Family: nbinom2  ( log )
## Formula:          externalizing_sum ~ gender + mother + (1 | ID_class)
## Zero inflation:                     ~gender + (1 | ID_class)
## Data: data_cluster
## 
##      AIC      BIC   logLik deviance df.resid 
##   3853.4   3900.8  -1916.7   3833.4      837 
## 
## Random effects:
## 
## Conditional model:
##  Groups   Name        Variance Std.Dev.
##  ID_class (Intercept) 0.07747  0.2783  
## Number of obs: 847, groups:  ID_class, 50
## 
## Zero-inflation model:
##  Groups   Name        Variance Std.Dev.
##  ID_class (Intercept) 0.766    0.8752  
## Number of obs: 847, groups:  ID_class, 50
## 
## Dispersion parameter for nbinom2 family (): 1.81 
## 
## Conditional model:
##                Estimate Std. Error z value Pr(>|z|)    
## (Intercept)     0.98649    0.10770   9.160  < 2e-16 ***
## genderM         0.33533    0.07964   4.211 2.54e-05 ***
## motherAnxious   0.24321    0.10338   2.353  0.01864 *  
## motherAvoidant  0.30803    0.10910   2.823  0.00475 ** 
## motherFearful   0.52680    0.13135   4.011 6.05e-05 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Zero-inflation model:
##             Estimate Std. Error z value Pr(>|z|)    
## (Intercept)  -1.1211     0.2432  -4.609 4.05e-06 ***
## genderM      -0.6990     0.2491  -2.807    0.005 ** 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
To evaluate the effect of gender and mother attachment, the marginal predicted values according to gender and mother attachment are presented separately in Figure~4.1. Not that the marginal predicted values for gender are averaged over mother attachment. Whereas, the marginal predicted values for mother attachment are averaged over gender.
Marginal predicted values according to gender and mother attachment ($n_{subj} = 847$).

Figure 4.1: Marginal predicted values according to gender and mother attachment (\(n_{subj} = 847\)).

Post-hoc tests are run to evaluate differences between mother attachment styles, considering pairwise comparisons and adjusting p-values according to multivariate t-distribution. Results are reported below,

emmeans::contrast(emmeans::emmeans(fit_ext_mother, specs = ~ mother ),
                  "pairwise", adjust = "mvt")
##  contrast           estimate     SE  df t.ratio p.value
##  Secure - Anxious    -0.2432 0.1034 837  -2.353  0.0859
##  Secure - Avoidant   -0.3080 0.1091 837  -2.823  0.0245
##  Secure - Fearful    -0.5268 0.1313 837  -4.011  0.0004
##  Anxious - Avoidant  -0.0648 0.0981 837  -0.661  0.9107
##  Anxious - Fearful   -0.2836 0.1216 837  -2.333  0.0902
##  Avoidant - Fearful  -0.2188 0.1276 837  -1.714  0.3135
## 
## Results are averaged over the levels of: gender 
## Results are given on the log (not the response) scale. 
## P value adjustment: mvt method for 6 tests

Overall, results indicate that Males have more externalizing problems than Females. Regarding mother attachment, Fearful and Avoidant children have more problems than Secure children. Moreover, also the difference between Anxious and Secure children and the difference between Anxious and Fearful children have a low (but not statistically significant) p-value.

To evaluate the fit of the model to the data, we computed the Marginal \(R^2\) and the Conditional \(R^2\).

performance::r2(fit_ext_mother)
## Warning: mu of 4.2 is too close to zero, estimate of random effect variances may
##   be unreliable.
## # R2 for Mixed Models
## 
##   Conditional R2: 0.168
##      Marginal R2: 0.071

We can see that the actual variance explained by fixed effects is around 7%, not bad for psychology.

Conclusions

Considering attachment theoretical perspectives, results indicate only the role of mother attachment so we can support the Monotropy Theory. Note, however, that the compared models contain no information regarding the expected direction of the effects but we only include/exclude predictors.

References

Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle. In B. N. Petrov & F. Csaki (Eds.), Proceedings of the Second International Symposium on Information Theory (pp. 267–281). Budapest Akademiai Kiado.
Kuha, J. (2004). AIC and BIC: Comparisons of Assumptions and Performance. Sociological Methods & Research, 33(2), 188–229. https://doi.org/10.1177/0049124103262065
McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2nd ed.). Taylor and Francis.
Schwarz, G. (1978). Estimating the dimension of a model. The Annals of Statistics, 6(2), 461–464. https://doi.org/10.1214/aos/1176344136
Wagenmakers, E.-J., & Farrell, S. (2004). AIC model selection using Akaike weights. Psychonomic Bulletin & Review, 11(1), 192–196. https://doi.org/10.3758/BF03206482