1 Introduction

The data set is from a psychiatric study focusing on the clinical response over time in 66 depressed patients. Depression is often classified into two types: non-endogenous depression, which is associated with some tragic life event such as the death of a close friend or family member, or endogenous depression, which is not a result of any specific event. Antidepressant medications are held to be more effective for endogenous depression. In this sample, 29 patients were diagnosed as non-endogenous, and 37 patients were endogenous.

Following a placebo period of 1 week, patients received 225 mg/day doses of imipramine for 4 weeks. Patients were rated with the Hamilton depression (HD) rating scale twice during the baseline placebo week (at the start and end of this week), as well as at the end of each of the 4 treatment weeks of the study.

The number of patients with all measures at each of the weeks fluctuated. Only 46 had complete data at all time points.

For the 17-item version, score on the Hamilton Scale goes from 0 to 54. One suggestion is that scores between 0 and 6 indicate a normal person with regard to depression, scores between 7 and 17 indicate mild depression, scores between 18 and 24 indicate moderate depression, and scores over 24 indicate severe depression.

2 Data

# data input
# 按照"ID", "Endog", "week", "HamD"排列
# 使用names()重新命名
dta <- read.csv("C:/Users/Li jing-yi/Desktop/riesby_data.csv")
dta <- dta[, c("ID", "Endog", "week", "HamD")]
names(dta) <- c("ID", "Endogenous", "Week", "Score")
head(dta)
   ID Endogenous Week Score
1 101          0    0    26
2 101          0    1    22
3 101          0    2    18
4 101          0    3     7
5 101          0    4     4
6 101          0    5     3
# 使用str()
# 列出資料內每個欄位
str(dta)
'data.frame':   396 obs. of  4 variables:
 $ ID        : int  101 101 101 101 101 101 103 103 103 103 ...
 $ Endogenous: int  0 0 0 0 0 0 0 0 0 0 ...
 $ Week      : int  0 1 2 3 4 5 0 1 2 3 ...
 $ Score     : int  26 22 18 7 4 3 33 24 15 24 ...
# verify the number of endogenous cases
# 資料處理中常用到的函式
aggregate(Endogenous ~ ID, data=dta, mean)[,2] |> sum()
[1] 37
# make a copy of the original data in the long format
dtaL <- dta %>%                                        
 dplyr::filter(!is.na(Score)) %>%          # remove NA or missing scores
 dplyr::mutate(ID = as.factor(ID),
               Endogenous = as.factor(Endogenous) %>% 
               forcats::fct_recode("N" = "0",
                                   "Y" = "1")) %>%
 dplyr::arrange(ID, Week)                     # sort observations
# long to wide format
dtaw <- dtaL %>%     
 tidyr::pivot_wider(names_from = Week,
                    names_prefix = "Score_",
                    values_from = Score)

3 Summary statistics

# 有Depression的人為26.1%(37人)
# 沒有Depression的人為43.9%(29人)
dtaw %>% 
  furniture::table1("Endogenous Depression" = Endogenous, 
                    align="c",
                    output = "markdown")
Mean/Count (SD/%)
n = 66
Endogenous Depression
N 29 (43.9%)
Y 37 (56.1%)
# number of patients by week
# 列表以顯示一週有幾個病人
dtaL %>% 
  dplyr::group_by(Week) %>% 
  dplyr::tally() %>%
  knitr::kable()
Week n
0 61
1 63
2 65
3 65
4 63
5 58

3.1 Missing data

# which indices are true and return array indices
which(is.na(dtaw), arr.ind=TRUE)
      row col
 [1,]   9   3
 [2,]  10   3
 [3,]  12   3
 [4,]  40   3
 [5,]  65   3
 [6,]  24   4
 [7,]  39   4
 [8,]  66   4
 [9,]  35   5
[10,]  18   6
[11,]   6   7
[12,]  23   7
[13,]  66   7
[14,]   5   8
[15,]   8   8
[16,]  22   8
[17,]  26   8
[18,]  30   8
[19,]  43   8
[20,]  50   8
[21,]  61   8
# compare original data set with missing removed
# setdiff(差),求向量x與向量y中不同的元素(只取x中不同的元素)
# 下列圖表表示,有刪除missing與沒刪除,兩者之間的差別
dtaw %>%
     dplyr::setdiff(., na.omit(.))
# A tibble: 20 x 8
   ID    Endogenous Score_0 Score_1 Score_2 Score_3 Score_4 Score_5
   <fct> <fct>        <int>   <int>   <int>   <int>   <int>   <int>
 1 106   Y               21      25      23      18      20      NA
 2 107   Y               21      21      16      19      NA       6
 3 113   N               21      23      19      23      23      NA
 4 114   N               NA      17      11      13       7       7
 5 115   Y               NA      16      16      16      16      11
 6 118   Y               NA      26      18      18      14      11
 7 304   Y               21      27      29      NA      12      24
 8 310   Y               24      19      11       7       6      NA
 9 311   Y               20      16      21      17      NA      15
10 312   Y               17      NA      18      17      17       6
11 315   Y               27      21      17      13       5      NA
12 322   Y               28      21      25      32      34      NA
13 334   N               31      25      NA       7       8      11
14 339   Y               27      NA      14      12      11      12
15 344   Y               NA      21      12      13      13      18
16 347   Y               18      15      14      10       8      NA
17 354   Y               28      27      27      26      23      NA
18 604   N               27      27      13       5       7      NA
19 609   Y               NA      25      22      14      15       2
20 610   Y               34      NA      33      23      NA      11
# 處理缺失值,如果需要快速找出缺失值,或是簡單查看缺失值占比和分布
# 可使用naniar
dtaw %>% 
  naniar::gg_miss_upset(sets = c("Score_5_NA",
                                 "Score_4_NA",
                                 "Score_3_NA",
                                 "Score_2_NA",
                                 "Score_1_NA",
                                 "Score_0_NA"),
                        keep.order = TRUE)

# 顯示每個禮拜的描述性統計
dtaw %>%                
  dplyr::group_by(Endogenous) %>% 
  furniture::table1("Baseline" = Score_0,
                    "Week 1" = Score_1,
                    "Week 2" = Score_2,
                    "Week 3" = Score_3,
                    "Week 4" = Score_4,
                    "Week 5" = Score_5,
                    total = TRUE,
                    test = TRUE,
                    na.rm = FALSE,   # default: COMPLETE CASES ONLY
                    digits = 2,
                    align = "c",
                    output = "markdown",
                    caption = "Weekly Hamilton Depression Scores by Diagnosis for all participants")
Weekly Hamilton Depression Scores by Diagnosis for all participants
Total N Y P-Value
n = 66 n = 29 n = 37
Baseline 0.301
23.44 (4.53) 22.79 (4.12) 24.00 (4.85)
Week 1 0.033
21.84 (4.70) 20.48 (3.83) 23.00 (5.10)
Week 2 0.095
18.31 (5.49) 17.00 (4.35) 19.30 (6.08)
Week 3 0.23
16.42 (6.42) 15.34 (6.17) 17.28 (6.56)
Week 4 0.298
13.62 (6.97) 12.62 (6.72) 14.47 (7.17)
Week 5 0.48
11.95 (7.22) 11.22 (6.34) 12.58 (7.96)

3.1.1 Problem

  • Summarize Hamilton depression scores across time by depression type for patients with complete data for all 6 weeks
data_sum_all <- dtaL %>% 
  dplyr::group_by(Endogenous, Week) %>%             # specify the groups
  dplyr::summarise(Score_n    = n(),                # count of valid scores
                   Score_mean = mean(Score),        # mean score
                   Score_sd   = sd(Score),          # standard deviation of scores
                   Score_sem  = Score_sd / sqrt(Score_n)) # se for the mean 
data_sum_all |> knitr::kable()
Endogenous Week Score_n Score_mean Score_sd Score_sem
N 0 28 22.7857 4.12182 0.778951
N 1 29 20.4828 3.83239 0.711656
N 2 28 17.0000 4.34614 0.821342
N 3 29 15.3448 6.17180 1.146075
N 4 29 12.6207 6.72104 1.248066
N 5 27 11.2222 6.33873 1.219889
Y 0 33 24.0000 4.84768 0.843873
Y 1 34 23.0000 5.09902 0.874475
Y 2 37 19.2973 6.08214 0.999899
Y 3 36 17.2778 6.56228 1.093713
Y 4 34 14.4706 7.16572 1.228911
Y 5 31 12.5806 7.95728 1.429169

3.2 Covariances and correlations

# dplyr::select() : 選擇分析的欄位
# cov函式:列與列的協方差,計算共變
dtaw %>% 
  dplyr::select(starts_with("Score_")) %>%  
  cov(use = "pairwise.complete.obs")  %>%  
  round(3)
        Score_0 Score_1 Score_2 Score_3 Score_4 Score_5
Score_0  20.551  10.115  10.139  10.086   7.191   6.278
Score_1  10.115  22.071  12.277  12.550  10.264   7.720
Score_2  10.139  12.277  30.091  25.126  24.626  18.384
Score_3  10.086  12.550  25.126  41.153  37.339  23.992
Score_4   7.191  10.264  24.626  37.339  48.594  30.513
Score_5   6.278   7.720  18.384  23.992  30.513  52.120

3.2.1 Problem

  • Compute the covariance matrix of the scores over the weeks using complete cases only

3.2.2 Problem

  • Compute the correlation matrix of the scores over the weeks as long as pair-wise cases are available
# 繪製相關矩陣圖
dtaw %>% 
  dplyr::select(starts_with("Score_")) %>% # just the outcome(s)
  cor(use = "pairwise.complete.obs") %>%   # correlation matrix
  corrplot::corrplot.mixed(upper = "ellipse")

# 針對Endogenous group繪製相關矩陣圖
dtaw %>% 
  dplyr::filter(Endogenous == "Y") %>%    # for the Endogenous group
  dplyr::select(starts_with("Score_")) %>%
  cor(use = "pairwise.complete.obs") %>%   
  corrplot::corrplot.mixed(upper = "ellipse")

3.2.3 Problem

  • Draw the correlation plot for scores over the weeks for the non-endogenous group

4 Visualization

# Use theme_set() to completely override the current theme.
old <- theme_set(theme_minimal())
# Time(weeks since baseline)對Hamilton Depression Score可能存在負向相關(Endogenous depression)
ggplot(dtaL, aes(x = Week, y = Score)) +
  geom_line(aes(group = ID), alpha=.4, size=rel(.4)) +
  facet_grid( ~ Endogenous) +
  scale_y_continuous(limits=c(0, 42), breaks=seq(0, 42, by=6))+
  labs(x="Time (weeks since baseline)",
       y="Hamilton Depression Score",
       subtitle="Endogenous depression")

# 從無論是否有Endogenous,x和y存在負相關
ggplot(dtaL, aes(x = Week, y = Score, color=Endogenous)) +
  stat_summary(fun.data="mean_se", position=position_dodge(width=0.2)) +
  stat_summary(aes(group=Endogenous, linetype=Endogenous), 
               fun = mean,
               geom = "line",
               position=position_dodge(width=.2)) +
  scale_linetype_manual(values = c("solid", "longdash")) +
  scale_color_manual(values=c('black','gray50'))+
  labs(x="Time (weeks since baseline)",
       y="Mean Hamilton Depression Score")+
  theme(legend.position = "bottom",
        legend.key.width = unit(2, "cm"))

# x對y呈現負相關
ggplot(dtaL, aes(x = Week, y = Score)) +
  geom_line(aes(group = ID), col='gray', alpha=.5, size=rel(.5)) +
  facet_grid( ~ Endogenous) +
  geom_smooth(method="loess", 
              se=FALSE, 
              formula=y~x,
              color="orange") +  
  geom_smooth(method = "lm", 
              formula=y~x,
              se = FALSE, 
              color="skyblue")+
  scale_y_continuous(limits=c(0, 42), breaks=seq(0, 42, by=6))+
  labs(x="Time (weeks since baseline)",
       y="Hamilton Depression Score")

# 可以發現兩個區間重疊很多
# 兩者之間並不會因為Endogenous有太大的影響
ggplot(dtaL, aes(x = Week,
             y = Score,
             group = Endogenous,
             linetype = Endogenous)) +
  geom_smooth(method = "loess",
              formula=y~x,
              color = "black",
              alpha = .2) +
  scale_linetype_manual(values = c("solid", "longdash")) +
  labs(x = "Time (weeks since baseline)",
       y = "Hamilton Depression Scale",
       linetype = "Endogenous Depression")+
  theme(legend.position = c(1, 1),
        legend.justification = c(1.1, 1.1),
        legend.background = element_rect(color = "black"),
        legend.key.width = unit(1.5, "cm")) 

5 Models

5.1 Random intercepts only

# 1 is included whether you type it in or not
m0 <- lme4::lmer(Score ~ 1 + Week + (1 | ID), data=dtaL)
# 結果發現m0 fit
texreg::knitreg(m0, 
                single.row = TRUE,
                stars = numeric(0),
                caption = "Random Intercepts Model",
                caption.above = TRUE,
                custom.note = "Model fit w/ REML")
Random Intercepts Model
  Model 1
(Intercept) 23.55 (0.64)
Week -2.38 (0.14)
AIC 2294.73
BIC 2310.43
Log Likelihood -1143.36
Num. obs. 375
Num. groups: ID 66
Var: ID (Intercept) 16.45
Var: Residual 19.10
Model fit w/ REML

5.1.1 Fitted values

dtaL %>% 
  dplyr::mutate(pred_fixed = predict(m0, re.form = NA)) %>% # fixed effects only
  dplyr::mutate(pred_wrand = predict(m0)) %>%               # fixed and random effects together
  ggplot(aes(x = Week, y = Score, group = ID)) +
  geom_line(aes(y        = pred_wrand,
                color    = "BLUP",
                size     = "BLUP",
                linetype = "BLUP")) +
  geom_line(aes(y        = pred_fixed,
                color    = "Marginal",
                size     = "Marginal",
                linetype = "Marginal")) +
  scale_color_manual(name   = "Type of Prediction",
                     values = c("BLUP"     = "gray50",
                                "Marginal" = "blue"))  +
  scale_size_manual(name    = "Type of Prediction",
                    values = c("BLUP"      = .8,
                               "Marginal" = .5))  +
  scale_linetype_manual(name   = "Type of Prediction",
                        values = c("BLUP"     = "dotted",
                                   "Marginal" = "solid")) +
  labs(x = "Weeks since baseline",
       y = "Hamilton Depression Scores")+
  theme(legend.position = c(0, 0),
        legend.justification = c(-0.1, -0.1),
        legend.background = element_rect(color = "black"),
        legend.key.width = unit(1.5, "cm"))

obs <- dtaL %>% 
  dplyr::group_by(Week) %>% 
  dplyr::summarise(observed = mean(Score, na.rm = TRUE))
# 求模型(m0)的效果估計
effects::Effect(focal.predictors = "Week",
                mod = m0,
                xlevels = list(Week = 0:5)) %>% 
  data.frame() %>% 
  dplyr::rename(estimated = fit) %>% 
  dplyr::left_join(obs, by = "Week") %>% 
  dplyr::select(Week, observed, estimated) %>% 
  dplyr::mutate(diff = observed - estimated) %>% 
  pander::pander(caption = "Observed and Estimated Means")
Observed and Estimated Means
Week observed estimated diff
0 23.44 23.55 -0.109
1 21.84 21.18 0.6652
2 18.31 18.8 -0.4928
3 16.42 16.42 -0.009553
4 13.62 14.05 -0.4303
5 11.95 11.67 0.2745
# m0的內部一致性為0.463(0.319),非常低
performance::icc(m0) 
# Intraclass Correlation Coefficient

    Adjusted ICC: 0.463
  Unadjusted ICC: 0.319
# fit a linear model ignoring patient clusters
# m00 忽略 clusters,僅關注week對score的線性
m00 <- lm(Score ~ Week, data = dtaL)
# 比較m00、m0差別,分別為線性模型與多層次模型
# 差別在於有無clusters
texreg::knitreg(list(m00, m0),
                custom.model.names = c("Linear model", "Multilevel"),
                single.row = TRUE,
                stars = numeric(0),
                caption = "Random Intercepts Models",
                caption.above = TRUE,
                custom.note = "")
Random Intercepts Models
  Linear model Multilevel
(Intercept) 23.60 (0.55) 23.55 (0.64)
Week -2.41 (0.18) -2.38 (0.14)
R2 0.32  
Adj. R2 0.32  
Num. obs. 375 375
AIC   2294.73
BIC   2310.43
Log Likelihood   -1143.36
Num. groups: ID   66
Var: ID (Intercept)   16.45
Var: Residual   19.10
# 計算m00的最大概似估計值
logLik(m00)
'log Lik.' -1199.86 (df=3)
sigma(m00)^2
[1] 35.3997
VarCorr(m0) %>% print(., comp=c("Variance","Std.Dev."), digits=4)
 Groups   Name        Variance Std.Dev.
 ID       (Intercept) 16.45    4.055   
 Residual             19.10    4.370   
lme4::VarCorr(m0) %>% 
  print(comp = c("Variance", "Std.Dev"))
 Groups   Name        Variance Std.Dev.
 ID       (Intercept) 16.45    4.055   
 Residual             19.10    4.370   

5.2 Random slopes and intercepts model

# m1包含固定效果與隨機效果
m1 <- lme4::lmer(Score ~ 1 + Week + (1 + Week | ID), data = dtaL)
# 比較兩種模型(m0,m1)
# AIC: m0 < m1
# BIC: m0 > m1
# 發現m0較為適配
texreg::knitreg(list(m0, m1),
                single.row = TRUE,
                stars = numeric(0),
                custom.model.names = c("Random Intercepts",
                                       " And Random Slopes"),
                caption = "MLM: Models fit w/REML",
                caption.above = TRUE,
                custom.note = "")
MLM: Models fit w/REML
  Random Intercepts And Random Slopes
(Intercept) 23.55 (0.64) 23.58 (0.55)
Week -2.38 (0.14) -2.38 (0.21)
AIC 2294.73 2231.92
BIC 2310.43 2255.48
Log Likelihood -1143.36 -1109.96
Num. obs. 375 375
Num. groups: ID 66 66
Var: ID (Intercept) 16.45 12.94
Var: Residual 19.10 12.21
Var: ID Week   2.13
Cov: ID (Intercept) Week   -1.48
# 以ANOVA進行檢定
# 發現m1較為適配,其結果較為顯著
anova(m0, m1, 
      model.names = c("Random Intercepts", "Random Intercepts/Slopes"),
      refit = TRUE) %>% 
  pander::pander(caption = "LRT: Significance of Random Slopes")

refitting model(s) with ML (instead of REML)

LRT: Significance of Random Slopes (continued below)
  npar AIC BIC logLik deviance Chisq
Random Intercepts 4 2293 2309 -1143 2285 NA
Random Intercepts/Slopes 6 2231 2255 -1110 2219 66.15
  Df Pr(>Chisq)
Random Intercepts NA NA
Random Intercepts/Slopes 2 4.319e-15
dtaL %>% 
  dplyr::mutate(pred_fixed = predict(m1, re.form = NA)) %>% # fixed effects only
  dplyr::mutate(pred_wrand = predict(m1)) %>%               # fixed and random effects together
  ggplot(aes(x = Week,
             y = Score,
             group = ID)) +
  geom_line(aes(y        = pred_wrand,
                color    = "BLUP",
                size     = "BLUP",
                linetype = "BLUP")) +
  geom_line(aes(y        = pred_fixed,
                color    = "Marginal",
                size     = "Marginal",
                linetype = "Marginal")) +
  scale_color_manual(name   = "Type of Prediction",
                     values = c("BLUP"     = "gray50",
                                "Marginal" = "blue"))  +
  scale_size_manual(name    = "Type of Prediction",
                    values = c("BLUP"      = .7,
                                "Marginal" = .5))  +
  scale_linetype_manual(name   = "Type of Prediction",
                        values = c("BLUP"     = "longdash",
                                   "Marginal" = "solid"))+
  labs(x = "Weeks Since Baseline",
       y = "Hamilton Depression Scores")+
  theme(legend.position = c(0, 0),
        legend.justification = c(-0.1, -0.1),
        legend.background = element_rect(color = "black"),
        legend.key.width = unit(1.5, "cm"))

fixef(m1)
(Intercept)        Week 
   23.57704    -2.37705 
ranef(m1)$ID %>% head()                                 
    (Intercept)      Week
101    1.057202 -2.115138
103    3.670790 -0.483248
104    2.672755 -1.500882
105   -3.041339  0.226450
106    0.315424  1.025475
107   -0.614899 -0.429738
# only the first 6 participants
coef(m1)$ID %>% head()                                 
    (Intercept)     Week
101     24.6342 -4.49219
103     27.2478 -2.86030
104     26.2498 -3.87793
105     20.5357 -2.15060
106     23.8925 -1.35157
107     22.9621 -2.80679
coef(m1)$ID %>% 
  ggplot(aes(x = Week,
             y = `(Intercept)`)) +
  geom_point(pch=1, size=rel(.5)) +
  geom_hline(yintercept = fixef(m1)["(Intercept)"],
             linetype = "dotted") +
  geom_vline(xintercept = fixef(m1)["Week"],
             linetype = "dotted") +
  labs(subtitle = "Estimated random effects",
       x = "Weekly Change in Depression (Slopes)",
       y = "Baseline Depression Level (Intercepts)")

5.2.1 Problem

  • Fit a model with random intercepts and slopes but the slopes and intercepts are uncorrelated. Compare models.
# 加入交互作用
m2 <- lme4::lmer(Score ~ 1 + Week * Endogenous + 
                (1 + Week | ID), 
                data = dtaL)
library(ggplot2)
library(effects)
interactions::interact_plot(m2,
                            pred = Week,
                            modx = Endogenous,
                            interval = TRUE,
                   main.title = "Time by Diagnosis Effect")+
  labs(x="Time (weeks since baseline)",
       y="Mean depression score")+
  theme(legend.position=c(.2,.2))

anova(m1, 
      m2, 
      model.names = c("Time only", 
                      "Time X Dx")) %>% 
  pander::pander(caption = "LRT: Significance of Diagnosis by Time")

refitting model(s) with ML (instead of REML)

LRT: Significance of Diagnosis by Time
  npar AIC BIC logLik deviance Chisq Df Pr(>Chisq)
Time only 6 2231 2255 -1110 2219 NA NA NA
Time X Dx 8 2231 2262 -1107 2215 4.108 2 0.1282

5.3 Models with a quadratic time trend

It might be better to augment the data with a column variable coding the quadratic trend in number of weeks since baseline.

# 加入平方項,為二次方程式
m3 <- lme4::lmer(Score ~ 1 + Week + I(Week^2) + 
                 (1 + Week + I(Week^2) | ID), 
                 data = dtaL,
                 control = lmerControl(optimizer = "optimx",    # get it to converge
                 calc.derivs = FALSE,
                 optCtrl = list(method = "nlminb",
                                starttests = FALSE,
                                kkt = FALSE)))
# 比較線性跟二次方程式的差別
texreg::knitreg(list(m1,
                     m3),
                custom.model.names = c("Linear Trend",
                                       "QUadratic Trend"),
                single.row = TRUE,
                stars = numeric(0),
                caption = "Linear versus quadratic trend",
                caption.above = TRUE, 
                custom.note = "")
Linear versus quadratic trend
  Linear Trend QUadratic Trend
(Intercept) 23.58 (0.55) 23.76 (0.56)
Week -2.38 (0.21) -2.63 (0.48)
Week^2   0.05 (0.09)
AIC 2231.92 2231.62
BIC 2255.48 2270.89
Log Likelihood -1109.96 -1105.81
Num. obs. 375 375
Num. groups: ID 66 66
Var: ID (Intercept) 12.94 10.75
Var: ID Week 2.13 6.86
Cov: ID (Intercept) Week -1.48 -1.03
Var: Residual 12.21 10.51
Var: ID I(Week^2)   0.20
Cov: ID (Intercept) I(Week^2)   -0.10
Cov: ID Week I(Week^2)   -0.97
# m3更加適配(二次方程式)
# m3的npar、bic較大,aic較小
anova(m1, m3)
Data: dtaL
Models:
m1: Score ~ 1 + Week + (1 + Week | ID)
m3: Score ~ 1 + Week + I(Week^2) + (1 + Week + I(Week^2) | ID)
   npar  AIC  BIC logLik deviance Chisq Df Pr(>Chisq)
m1    6 2231 2255  -1110     2219                    
m3   10 2228 2267  -1104     2208 11.39  4     0.0225
# m3的固定效果
fixef(m3)
(Intercept)        Week   I(Week^2) 
 23.7607641  -2.6332347   0.0516461 
# m3的相關係數
coef(m3)$ID |> head()
    (Intercept)      Week I(Week^2)
101     25.1998 -5.306775  0.153508
103     27.5675 -3.485660  0.128336
104     26.0138 -3.088029 -0.179923
105     20.9825 -2.936237  0.162536
106     23.6232 -0.721623 -0.145820
107     22.6693 -1.943059 -0.187268
# subject 115
fun_115 <- function(Week){
  coef(m3)$ID["115", "(Intercept)"] +
  coef(m3)$ID["115", "Week"] * Week +
  coef(m3)$ID["115", "I(Week^2)"] * Week^2
}
# subject 610
fun_610 <- function(Week){
  coef(m3)$ID["610", "(Intercept)"] +
  coef(m3)$ID["610", "Week"] * Week +
  coef(m3)$ID["610", "I(Week^2)"] * Week^2
}
# 繪圖表示115、610的xy曲線關係
# 負相關
dtaL %>% 
  dplyr::mutate(pred_fixed = predict(m3, re.form = NA)) %>% # fixed effects only
  dplyr::mutate(pred_wrand = predict(m3)) %>%               # fixed and random effects together
  ggplot(aes(x = Week,
             y = Score,
             group = ID)) +
  stat_function(fun = fun_115) +          # add cure for ID = 115
  stat_function(fun = fun_610) +          # add cure for ID = 610
  geom_line(aes(y        = pred_fixed),
                color    = "blue",
                size     = 1.25)  +
  labs(x = "Weeks Since Baseline",
       y = "Hamilton Depression Scores",
       subtitle = "Marginal Mean show in thicker blue\nBLUPs for two of the participant in thinner black")+
  theme_minimal()+
  theme(legend.position = c(0, 0),
        legend.justification = c(-0.1, -0.1),
        legend.background = element_rect(color = "black"),
        legend.key.width = unit(1.5, "cm")) 

dtaL %>% 
  dplyr::mutate(pred_fixed = predict(m3, re.form = NA)) %>% # fixed effects only
  dplyr::mutate(pred_wrand = predict(m3)) %>%               # fixed and random effects together
  ggplot(aes(x = Week,
             y = Score,
             group = ID)) +
  geom_line(aes(y        = pred_wrand,
                color    = "BLUP",
                size     = "BLUP",
                linetype = "BLUP")) +
  geom_line(aes(y        = pred_fixed,
                color    = "Marginal",
                size     = "Marginal",
                linetype = "Marginal")) +
  scale_color_manual(name   = "Type of Prediction",
                     values = c("BLUP"     = "gray50",
                                "Marginal" = "blue"))  +
  scale_size_manual(name    = "Type of Prediction",
                    values = c("BLUP"      = .5,
                                "Marginal" = 1.25))  +
  scale_linetype_manual(name   = "Type of Prediction",
                        values = c("BLUP"     = "longdash",
                                   "Marginal" = "solid"))  +
  labs(x = "Weeks Since Baseline",
       y = "Hamilton Depression Scores")+
  theme_minimal()+
  theme(legend.position = c(0, 0),
        legend.justification = c(-0.1, -0.1),
        legend.background = element_rect(color = "black"),
        legend.key.width = unit(1.5, "cm"))

6 References

Hedeker, D. (2004). An introduction to growth modeling. In D. Kaplan (Ed.), Quantitative Methodology for the Social Sciences. Thousand Oaks CA: Sage Publications. pdf

Reisby, N., Gram, L.F., Bech, P. et al. (1977). Imipramine: Clinical effects and pharmacokinetic variability. Psychopharmacology, 54, 263-272.