estimates()

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: marginaleffects
 Title: Predictions, Comparisons, Slopes, Marginal Means, and Hypothesis Tests
-Version: 0.15.1
+Version: 0.15.1.9000
 Authors@R: 
     c(person(given = "Vincent",
              family = "Arel-Bundock",
@@ -171,6 +171,7 @@ Collate:
     'conformal.R'
     'datagrid.R'
     'equivalence.R'
+    'estimates.R'
     'get_averages.R'
     'get_coef.R'
     'get_contrast_data.R'

NAMESPACE

@@ -156,6 +156,7 @@ export(comparisons)
 export(datagrid)
 export(datagridcf)
 export(deltamethod)
+export(estimates)
 export(expect_marginal_means)
 export(expect_margins)
 export(expect_predictions)

NEWS.md

@@ -1,5 +1,11 @@
 # News
 
+## dev
+
+New:
+
+* `estimates()` function provides a unified interface to fit a large number of models. All models are compatible with `marginaleffects` functions, so users can easily switch between modeling strategies by changing a single argument.
+
 ## 0.15.1
 
 * `hypotheses()`: The `FUN` argument handles `group` columns gracefully.

R/estimates.R

@@ -0,0 +1,235 @@
+estimates_dictionary_build <- function() {
+text <-
+'Model,Description,Package,Function
+lm,Linear Model,stats,lm
+nls,Nonlinear Least Squares,stats,nls
+logit,Logistic,stats,glm
+probit,Probit,stats,glm
+poisson,Poisson,stats,glm
+quasipoisson,Quasi-Poisson,stats,glm
+beta,Beta Regression,betareg,betareg
+betabinomial,Beta-Binomial,aod,betabin
+glm,Generalized Linear Model,stats,glm
+ologit,Ordered Logistic,MASS,polr
+oprobit,Ordered Probit,MASS,polr
+ologlog,Ordered Log-Log,MASS,polr
+ocloglog,Ordered Complementary Log-Log,MASS,polr
+ocauchit,Ordered Log-Log,MASS,polr
+robust_lm,Robust Linear,robustbase,lmrob
+robust_glm,Robust Generalized Linear,robustbase,glmrob
+multinom,Multinomial Log-Linear,nnet,multinom
+neg_bin,Negative Binomial,MASS,glm.nb
+felm,Fixed Effects Linear Model,fixest,feols
+fepoisson,Fixed Effects Poisson,fixest,fepois
+feglm,Fixed Effects GLM,fixest,feglm
+2sls,Two-Stage Least Squares,ivreg,ivreg
+firthlogit,Firth Logitistic,logistf,logistf
+firthflic,Firth Logitistic with Intercept Correction,logistf,flac
+firthflac,Firth Logitistic with Added Covariate,logistf,flac
+melm,Mixed-Effects Linear,lme4,lmer
+melogit,Mixed-Effects Logit,lme4,glmer
+meprobit,Mixed-Effects Probit,lme4,glmer
+mepoisson,Mixed-Effects Poisson,lme4,glmer
+meglm,Mixed-Effects Generalized Linear,lme4,glmer
+trunc,Truncated Gaussian Response,truncreg,truncreg
+cox,Cox Proportional Hazards,survival,coxph
+quantile,Quantile Regression,quantreg,rq
+0poisson,Zero-Inflated Poisson,pscl,zeroinfl
+0negbin,Zero-Inflated Negative Binomial,pscl,zeroinfl
+0geometric,Zero-Inflated Geometric,pscl,zeroinfl
+heckman,Heckman-Style Selection and Treatment Effect,sampleSelection,selection
+heckit,Heckman-Style Selection and Treatment Effect,sampleSelection,heckit
+gam,Generalized Additive Model,mgcv,gam
+2sls_robust,Two-Stage Least Squares with Robust SEs,estimatr,iv_robust
+'
+out <- utils::read.csv(
+    text = text,
+    colClasses = c("character", "character", "character", "character"))
+colnames(out) <- gsub("\\.$", "", colnames(out))
+for (i in 1:4) {
+    out[[i]] <- trimws(out[[i]])
+}
+out <- out[order(out$Description), ]
+class(out) <- c("estimates_dictionary", "data.frame")
+row.names(out) <- NULL
+return(out)
+}
+
+
+#' estimates dictionary
+#'
+#' @noRd
+estimates_dictionary <- estimates_dictionary_build()
+
+
+get_function_args <- function(name, pkg) {
+    insight::check_if_installed(pkg)
+    args <- names(formals(methods::getFunction(name, where = asNamespace(pkg))))
+    args <- setdiff(args, c("formula", "data", "model", "fml", "..."))
+    args <- unique(args)
+    return(args)
+}
+
+
+print.estimates_dictionary <- function(x, ...) {
+    flag <- insight::check_if_installed("knitr", quietly = TRUE)
+    if (isTRUE(flag)) {
+        cat("\nAvailable models:")
+        print(knitr::kable(x, row.names = FALSE))
+    } else {
+        print(x)
+    }
+}
+
+
+check_required_argument <- function(arg, pkg, fun, ...) {
+    if (!arg %in% names(list(...))) {
+        insight::format_error(
+            sprintf("The `%s` argument is required. Please read the documentation:", arg),
+            sprintf("?%s::%s ", pkg, fun)
+            )
+    }
+}
+
+
+#' Fit statistical models to obtain parameter estimates
+#'
+#' This function offers a single point of entry for fitting many different statistical models. It provides a unified user interface for various model fitting functions, making it easier to switch between models and compare results. If the `model` argument is missing, the function returns a list of available models and the functions used under the hood to fit each model. If the `formula` argument is missing, a description of the model is printed with a list of extra arguments which can be passed to `estimates()` to change the model or estimation procedure.
+#'
+#' @param formula a formula specifying the model to fit
+#' @param data a data frame containing the variables in the formula
+#' @param model a character string specifying the model to fit. If missing, returns a list of available models and their corresponding functions.
+#' @param ... additional arguments to be passed to the model fitting function
+#'
+#' @return a model object. These objects can differ from model to model, but they are all supported by `marginaleffects` functions like `predictions()`, `slopes()`, `comparisons()`, and `hypotheses()`. These objects can also be summarized in nice tables using the `modelsummary` package.
+#'
+#' @examples
+#' estimates(gear ~ wt, data = mtcars, model = "lm")
+#' 
+#' estimates(gear ~ wt, data = mtcars, model = "oprobit")
+#'
+#' estimates(gear ~ wt + (1 | cyl), data = mtcars, model = "melm")
+#' 
+#' estimates(gear ~ wt, data = mtcars, model = "oprobit") |>
+#'   avg_slopes()
+#' 
+#' @export
+#'
+estimates <- function(formula, data, model, ...) {
+    call_save <- utils::match.call()
+    # what models are available?
+    if (missing(model)) {
+        return(estimates_dictionary)
+    } else {
+        checkmate::assert_choice(model, estimates_dictionary$Model)
+    }
+
+    fun_name <- estimates_dictionary[estimates_dictionary$Model == model, , drop = FALSE]
+    funargs <- get_function_args(fun_name$Function, fun_name$Package)
+    funargs <- c("formula", "data", "model", funargs)
+
+    # what arguments are available?
+    if (missing(formula)) {
+        insight::format_error("The `formula` argument is required.")
+    }
+
+    # fit the model and extract estimates
+    estimates <- do.call(fun_name$Function, c(list(formula = formula, data = data), list(...)))
+    estimates <- extract_estimates(estimates, model)
+
+    return(estimates)
+}
+estimates <- function(formula, data, model, ...) {
+    call_save <- match.call()
+    # what models are available?
+    if (missing(model)) {
+        return(estimates_dictionary)
+    } else {
+        checkmate::assert_choice(model, estimates_dictionary$Model)
+    }
+
+    fun_name <- subset(estimates_dictionary, Model == model)
+    funargs <- get_function_args(fun_name$Function, fun_name$Package)
+    funargs <- c("formula", "data", "model", funargs)
+
+    # what arguments are available?
+    if (missing(formula)) {
+        msg <- sprintf("
+Model: %s
+Package: %s
+Function: %s
+Documentation: ?%s::%s
+Arguments: %s
+",
+        fun_name$Description, fun_name$Package, fun_name$Function, fun_name$Package, fun_name$Function, paste(funargs, collapse = ", "))
+        message(msg)
+        return(invisible(estimates_dictionary))
+    }
+
+    checkmate::assert_formula(formula)
+
+    # missing data
+    if (missing(data) || !isTRUE(checkmate::check_data_frame(data, null.ok = FALSE))) {
+        insight::format_error("`data` must be a data.frame.")
+    }
+
+    # fit arguments
+    args <- list(formula = formula, data = data)
+    args <- c(args, list(...))
+
+    # standardize argument names
+    if (model %in% c("felm", "fepoisson", "feglm")) {
+        args$fml <- args$formula
+        args$formula <- NULL
+    } else if (model %in% c("logit", "melogit")) {
+        args$family = stats::binomial(link = "logit")
+    } else if (model %in% c("probit", "meprobit")) {
+        args$family = stats::binomial(link = "probit")
+    } else if (model %in% c("poisson", "mepoisson")) {
+        args$family = stats::poisson()
+    } else if (model == "ologit") {
+        args$method = "logistic"
+    } else if (model == "oprobit") {
+        args$method = "probit"
+    } else if (model == "ologlog") {
+        args$method = "loglog"
+    } else if (model == "ocloglog") {
+        args$method = "cloglog"
+    } else if (model == "ocauchit") {
+        args$method = "cauchit"
+    } else if (model == "2sls") {
+        check_required_argument("instruments", "ivreg", "ivreg", ...)
+    } else if (model == "quantreg") {
+        check_required_argument("tau", "quantreg", "rq", ...)
+    } else if (model == "negbin0") {
+        args$dist <- "negbin"
+    } else if (model == "geometric") {
+        args$dist <- "geometric"
+    } else if (model == "heckman") {
+        check_required_argument("outcome", "sampleSelection", "selection")
+        args$outcome <- args$formula
+        args$formula <- NULL
+    }
+
+    # convenience: ordinal responses must be factor
+    if (model %in% c("ologit", "oprobit", "ologlog", "ocloglog", "ocauchit")) {
+        dv <- as.character(as.list(formula)[[2]])
+        if (!dv %in% colnames(data)) {
+            insight::format_error(sprintf("The dependent variable `%s` is not in the data.", dv))
+        }
+        if (!is.factor(data[[dv]])) {
+            data[[dv]] <- factor(data[[dv]])
+            args$data <- data
+        }
+    }
+
+    FUN <- methods::getFunction(fun_name$Function, where = asNamespace(fun_name$Package))
+    out <- do.call(FUN, args)
+
+    if ("call" %in% names(out)) {
+        out$call <- call_save
+    } else if ("call" %in% names(attributes(out))) {
+        attributes(out)$call <- call_save
+    }
+    return(out)
+}

data-raw/supported_models.csv

@@ -61,7 +61,6 @@ plm,plm,TRUE,TRUE,TRUE,TRUE,TRUE,TRUE,U,U
 phylolm,phylolm,TRUE,TRUE,,,,,,
 phylolm,phyloglm,TRUE,TRUE,,,,,,
 pscl,hurdle,TRUE,TRUE,,,TRUE,U,TRUE,FALSE
-pscl,hurdle,TRUE,TRUE,,,TRUE,U,TRUE,FALSE
 pscl,zeroinfl,TRUE,TRUE,TRUE,TRUE,TRUE,U,TRUE,TRUE
 quantreg,rq,TRUE,TRUE,TRUE,TRUE,U,U,TRUE,TRUE
 Rchoice,hetprob,TRUE,TRUE,,,,,,