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My research question is assessing if a variable (let’s call it ‘x') can predict another variable (let’s call it ‘y’). The two variables x and y are in the same units, but they just come from different sources of information. I have data on x and y for some 30 different populations in which values of x and y vary by as much as two orders of magnitude (simply because the populations are different; the data are believed to be as accurate as possible). For each population, values of x are generally close to y, suggesting that x can predict y. But, for each population, values of x show some variability, and values of y are often near-constant. X values show variability because they are individual-level observations and y values show little or no-variability because they are population averages. Unfortunately, for this research, it is impossible to obtain individual-level bservations of y, so I have no choice but to compare the two sets of variables.

In trying to address my research question, I have been using regression methods. This is what I have found so far:

  1. When I do a simple linear regression for each population (separately) of y ~ x , I get that R2 is often near-zero, because y varies little. According to this post $R^2$ of linear regression with no variation in the response variable, this situation is one in which R2 is undefined. Note that this would still be the case even if x values did perfect predictions of y. See one example of my preliminary LM results for one such population below.
Call: lm(formula = y_pop1 ~ x_pop1, data = df_pop1)

Residuals:
   Min     1Q Median     3Q    Max 
-958.9 -674.2  -68.8  550.9 1091.7 

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) 4745.9153   488.7394   9.711 1.34e-07 ***
x.              -0.1039     0.1615  -0.643     0.53    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 703.7 on 14 degrees of freedom
Multiple R-squared:  0.02872,   Adjusted R-squared:  -0.04066 
F-statistic: 0.4139 on 1 and 14 DF,  p-value: 0.5304

enter image description here

  1. When I do a simple linear regression of y ~ x for all populations together, without accounting for each population (i.e., as a random effect), I get that R2 is high (~ 0.77). In this case, the relationship is due to the large difference in x and y values across all populations and the (somewhat) close agreement of x and y values within populations; these produce a (near) linear relationship, with increasing y values being followed by increasing x values. See preliminary LM results below. I cannot analyze my data this way, because I have different populations and need to account for differences among them. Such an analysis, I understand, would be subject to Simpson's Paradox (https://en.wikipedia.org/wiki/Simpson%27s_paradox).
Call:
lm(formula = y ~ x, data = df)

Residuals:
    Min      1Q  Median      3Q     Max 
-6110.1  -126.4  -105.3   -63.5  4061.0 

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) 118.43118   26.21227   4.518 7.18e-06 ***
x.               0.82621    0.01565  52.780  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 685.5 on 800 degrees of freedom
Multiple R-squared:  0.7769,    Adjusted R-squared:  0.7766 
F-statistic:  2786 on 1 and 800 DF,  p-value: < 2.2e-16

enter image description here

  1. I have thus been trying to analyze my data using linear mixed models (LMM), where x predicts y and each population is a random effect. I am far from a statistician (or someone with strong understanding of statistics), but my understanding is that a LMM such as this one would assess if y can be predicted by x, while accounting for differences among populations. In other words, I believe this is the “right” approach for my analysis. Some preliminary LMM results are below, indicating that x does indeed predict y, though there is a tendency to under-estimate. Variable values for this LMM have been standardized (but the results are same when they are not standardized).
Linear mixed model fit by maximum likelihood  ['lmerMod']
Formula: y ~ x + (x - 1 | population)
   Data: datall

     AIC      BIC   logLik deviance df.resid 
   998.3   1017.1   -495.2    990.3      798 

Scaled residuals: 
    Min      1Q  Median      3Q     Max 
-8.2535 -0.1715 -0.0452  0.0185  5.5351 

Random effects:
 Groups   Name   Variance Std.Dev.
 Population   x      0.1453   0.3812  
 Residual              0.1906   0.4366  
Number of obs: 802, groups:  f.name, 33

Fixed effects:
             Estimate Std. Error t value
(Intercept)   0.20933    0.03785    5.53
x.                 1.39751    0.11417   12.24

Correlation of Fixed Effects:
            (Intr)
x.         0.651 

           R2m         R2c
      0.8532974    0.9167095

enter image description here

My question is whether the LMM above is producing misleading results given my points in 1 and 2. I would like to confirm that the LMM is indeed able to find relationships between x and y when considering and accounting for data for all populations together, even though LMs for each population separately cannot. IF there is a problem with such an analytical approach, I would be very interested in hearing alternative approaches to analyzing this data. I have not identified any so far.

Many thanks!

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    $\begingroup$ Why would you try to relate an individual level x value to a population average y value? Can you tell us more about that (e.g., is it even meaningful from a subject matter viewpoint beyond the explanation that you don't have access to the appropriate data)? What is stopping you from relating a population average x value to a population average y value? $\endgroup$ Commented Aug 3, 2019 at 16:00
  • $\begingroup$ Yes, I think it is meaningful to relate individual-level data to a population average, because it, if we can demonstrate a relationship, we could use the individual-level data, which is much, much cheaper and faster to produce, to estimate the population data for the many situations in the population data are missing. It is certainly not an ideal approach, but we either use this approach, or do not even find out if it could be feasible. We could relate individual level x data to create an average x data that is then related to the population level y data. $\endgroup$
    – mucaua
    Commented Aug 3, 2019 at 21:07
  • 1
    $\begingroup$ I agree with Isebella Ghement and don't understand what problem this procedure solves. It would help if you clarified this with more specifics. $\endgroup$
    – mkt
    Commented Aug 3, 2019 at 21:47
  • $\begingroup$ Simpsons Paradox in this case is the simple fact that x is approximately useless for predicting y within populations, but is useful for predicting y when you pool data, because the population averages of x and y are correlated. The linear mixed model is a middle ground between estimating a linear model population by population and estimating an overall model. It will not give substantially different results than these two results you already have $\endgroup$
    – CloseToC
    Commented Aug 3, 2019 at 22:37
  • $\begingroup$ Anyone find the difference between first two call: lm? If not, why the same code generated the different results? $\endgroup$
    – user158565
    Commented Aug 4, 2019 at 0:17

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