Skip to main content
Cross Validated

Return to Question

edited tags
Link
kjetil b halvorsen ♦
kjetil b halvorsen ♦
  • 82.8k
  • 32
  • 201
  • 663
Source Link
C_H
C_H
  • 125
  • 8

Specification of AR1 correlation structure for multilevel zero-inflated Poisson model with sparse outcome

I am trying to specify an AR1 correlation structure for a multilevel zero-inflated Poisson model using glmmTMB. A sample of the data are provided below:

dput(d)
structure(list(y = c(0, 1, 3, 0, NA, NA, NA, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 0, 0, 0, 0, NA, NA, NA, NA, 
NA, 0, 0, 0, 0, 0, 0, 1, NA, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, NA, NA, NA, NA, NA, NA, NA, NA, NA, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, NA, NA, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
id = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 
5L, 5L, 5L, 5L, 5L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 
6L, 6L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 
7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 
7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 8L, 
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 9L, 9L, 9L, 9L, 
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 10L, 10L, 10L, 10L, 10L, 
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 
10L), .Label = c("1", "2", "3", "4", "5", "6", "7", "8", 
"9", "10"), class = "factor"), time = structure(c(1L, 2L, 
3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 
16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 
28L, 29L, 30L, 31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 39L, 
40L, 41L, 42L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 
12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 
24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 35L, 
36L, 37L, 38L, 39L, 40L, 41L, 42L, 1L, 2L, 3L, 4L, 5L, 6L, 
7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 
31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 39L, 40L, 41L, 42L, 
1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 
15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 
27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 
39L, 40L, 41L, 42L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 
11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 
23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 
35L, 36L, 37L, 38L, 39L, 40L, 41L, 42L, 1L, 2L, 3L, 4L, 5L, 
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 
31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 39L, 40L, 41L, 42L, 
1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 
15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 
27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 
39L, 40L, 41L, 42L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 
11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 
23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 
35L, 36L, 37L, 38L, 39L, 40L, 41L, 42L, 1L, 2L, 3L, 4L, 5L, 
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 
31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 39L, 40L, 41L, 42L, 
1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 
15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 
27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L, 
39L, 40L, 41L, 42L), .Label = c("0", "1", "2", "3", "4", 
"5", "6", "7", "8", "9", "10", "11", "12", "13", "14", "15", 
"16", "17", "18", "19", "20", "21", "22", "23", "24", "25", 
"26", "27", "28", "29", "30", "31", "32", "33", "34", "35", 
"36", "37", "38", "39", "40", "41"), class = "factor"), post = c(0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1), time_post = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 
14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 
7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 
22, 23, 24, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 
16, 17, 18, 19, 20, 21, 22, 23, 24, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 
9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 
24, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 
18, 19, 20, 21, 22, 23, 24, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 
12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 3, 
4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 
20, 21, 22, 23, 24, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 
14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 3, 4, 5, 6, 
7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 
22, 23, 24, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 
16, 17, 18, 19, 20, 21, 22, 23, 24), exposure = c(30, 31, 
31, 28, NA, NA, NA, 2, 31, 31, 30, 31, 30, 31, 31, 28, 31, 
30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 28, 31, 30, 31, 30, 
31, 31, 30, 31, 30, 31, 31, 29, 31, 30, 7, 30, 31, 30, 31, 
31, 13, 31, 30, 31, 31, 28, 31, 30, 27, 5, 31, 20, 30, 31, 
30, 31, 31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 
29, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 28, 31, 30, 
31, 30, 31, 31, 29, 15, 30, 31, 31, 11, 31, 30, 31, 30, 31, 
31, 30, 31, 30, 31, 31, 29, 31, 30, 31, 30, 31, 31, 30, 31, 
30, 31, 31, 28, 30, 31, 30, 31, 31, 30, 1, NA, NA, NA, NA, 
NA, 2, 31, 30, 31, 26, 27, 26, NA, 30, 31, 28, 31, 30, 31, 
30, 31, 31, 30, 31, 30, 27, NA, NA, NA, NA, NA, NA, NA, NA, 
NA, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 28, 26, 7, 
31, 30, 10, 10, 30, 31, 30, 31, 31, 29, 31, 30, 31, 30, 31, 
31, 30, 31, 30, 31, 31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 
30, 31, 31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 
15, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 28, 31, 30, 
31, 30, 31, 31, 30, 31, 30, 19, NA, NA, 30, 31, 30, 31, 31, 
29, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 25, 18, 31, 30, 
31, 30, 31, 31, 30, 31, 30, 18, NA, NA, NA, NA, NA, NA, NA, 
NA, NA, NA, NA, NA, NA, NA, 30, 31, 30, 31, 31, 30, 31, 30, 
31, 31, 28, 31, 30, 31, 30, 31, 31, 16, 31, 30, 31, 31, 28, 
31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 28, 31, 30, 31, 
30, 31, 31, 30, 30, 31, 31, 28, 31, 30, 31, 30, 31, 31, 30, 
18, 8, 31, 31, 28, 31, 19, 31, 30, 31, 31, 30, 31, 30, 31, 
31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31, 31, 29, 31, 
30, 30, 31, 31, 30, 31, 30, 31, 31, 29, 31, 30, 31, 30, 31, 
31, 30, 31, 16, 31, 31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 
30, 31, 31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30)), row.names = 883:1302, class = "data.frame")

Running the following code

mod <- glmmTMB(y ~ ar1(time + 0 | id) + post + time_post + offset(log(exposure)),
                   zi =~ ar1(time + 0 | id) + post + time_post + offset(log(exposure)),
                   data = d,
                   family = poisson)

returns the following error

Error in time + 0 : non-numeric argument to binary operator

The expression of time in the zi component of the model appears to be specified incorrectly. In my full dataset (which I am unable to provide), it is possible to specify the following model

mod.2 <- glmmTMB(y ~ time + post + time_post + offset(log(exposure)) + (1 | id),
                   zi =~ time + post + time_post + offset(log(exposure)) + (1 | id),
                   data = d,
                   family = poisson)

where time and id are numeric; however, it is not clear to me that a linear expression of time is appropriate for this model. I have tried using restricted cubic splines, but the confidence intervals blow up.

Questions

  1. How might I specify a multilevel zero-inflated Poisson model with an AR1 correlation structure?
  2. If autocorrelation is not an issue, how might I specify time most appropriately? Is a linear expression fair?