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I have some data with a continuous outcome that is measured among 4 categorical variables: treatment group, gender, collection date, and sub_type. Gender is M/F, collection date can just be Mon/Wed, and sub_type is one of A, B, C, D.

There are 10 treatment groups and one control. Treatment groups 1-5 were tested on sub_type A, while treatment groups 6-10 were tested on sub_type B. All treatment groups were tested on both Mon and Wed, and all treatment groups were tested on Males and females. The control was tested on all sub types A, B, C, and D.

I am mainly interested in comparing each treatment group mean to control (expressed as a difference with 95% CI), within the other variables groups (e.g. Males on Monday in sub type A). I have simply set the data up as a linear model with each covariate added as an interaction term.

mod <- lm(value ~ group*study_day*gender*sub_type, data = dd)

and then determined the contrasts between each treatment group and control using emmeans

res <- emmeans(mod , ~ group | study_day*gender*sub_type,
             specs = trt.vs.ctrlk ~ group,
             fac.reduce = function(coefs) apply(coefs,
                                                2, mean),
             by = c("study_day", "gender", "sub_type")

I obtain contrasts between each group and placebo, which is what I want. However, given that contrasts for cases where a group was not tested on a sub type (e.g. group 1 with subtype D), the contrasts are reported as "nonEst". I don't actually want this contrast, but I am unsure whether this means I am just setting up the model wrong in the first place. To me, adding the variables simply as non-interaction covariates lm(out ~ group + gender + study_day... doesn't necessarily make sense either. I should note that originally I tested these all as individual pairwise t-tests, but thought that I should be using emmeans to consider the degrees of freedom from the overall model. I thought of including the additional covariates as random effects, but I thought that since I am only interested in the specific levels of these covariates (e.g. A, B, C, D subtypes), including these as random effects was not necessary.

Below is an excerpt from the emmeans results.

enter image description here

Below is the code used to set up the dummy data (there was probably a simpler way to do this):


library(tidyr)
set.seed(10473)

gender <- c("M", "F")
study_day <- c("Mon", "Wed")
sub_type <- c("A", "B", "C", "D")
group <- c(1:10, "PBO")

dat <- expand.grid(gender, study_day, sub_type, group,stringsAsFactors = TRUE)
names(dat) <- c("gender", "study_day", "sub_type", "group")
dat <- dat %>%
  mutate(n = 5) %>%
  uncount(n) %>%
  mutate(out = rnorm(n = nrow(.),
                     mean = 2,
                     sd = 1))  %>%
  mutate(out = case_when(
    group %in% c(1:5) & sub_type %in% c("C", "D") ~ NA_real_,
    group %in% c(6:10) & sub_type %in% c("A", "B") ~ NA_real_,
    TRUE ~ out
  )) %>%
  filter(!is.na(out)) %>%
  mutate()

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1 Answer 1

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I think you have a nested fixed-effects structure, where group is nested in sub_type. Did not emmeans auto-detect this? You can make this structure explicit by omitting any term where group does not interact with sub_type:

mod2 <- lm(value ~ (sub_type + sub_type:group)*study_day*gender, data = dd)

emmeans() should detect this nesting and automatically bypass the cases where group and sub_type are mismatches.

I also recommend looking at the model summary and seeing if you can omit a bunch of other interactions from the model.

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  • $\begingroup$ I believe this could be nested-fixed effect where group is nested within sub_type, except for the fact the group == 1 is the same group across all sub types... $\endgroup$
    – Gmiller
    Jul 17, 2023 at 21:52
  • $\begingroup$ Maybe just go with what you had before? The non-estimability checks are serving you in that they are identifying the cases that don't make sense and that you should ignore. $\endgroup$
    – Russ Lenth
    Jul 19, 2023 at 14:23
  • $\begingroup$ Ok thank you, I just wasn't sure if you should limit/subset your model so that there are no non-estimable results, but that would reduce the degrees of freedom in that case. I will keep what I had before. In this situation, should p-values be adjusted for multiple comparisons? Or is that already taken into account with the standard error of the complete model. $\endgroup$
    – Gmiller
    Jul 21, 2023 at 17:49
  • $\begingroup$ Hmmmm, Tukey adjustments are done by default, but the adjustment does not change if there are non-estimable comparisons. $\endgroup$
    – Russ Lenth
    Jul 23, 2023 at 2:33
  • $\begingroup$ hmm so I might just be better off using pairs(..., adjust = 'none') and then doing a bonferroni adjustment (or some other method) after. $\endgroup$
    – Gmiller
    Jul 24, 2023 at 16:08

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