When you have a multilevel model with lots of factors and interactions the size of the correlation of fixed effects matrix can become quite big and unclear.
I can use the symbolic.cor=T
parameter in the print method to make a clearer print of the summary like below:
ratbrain <-
within(read.delim("http://www-personal.umich.edu/~bwest/rat_brain.dat"),
{
treatment <- factor(treatment,
labels = c("Basal", "Carbachol"))
region <- factor(region,
labels = c("BST", "LS", "VDB"))
})
print(mod<-lmer(activate ~ region * treatment + (0 + treatment | animal),ratbrain),symbolic.cor=T)
This plots a somewhat clearer correlation matrix for large matrices. Allthough this example's matrix isn't so big.
But it would be nice if I could plot a heatmap of the correlations.
How do I extract the correlation of fixed effects so I can make this heatmap?
EDIT:
Here's the function I created thanks to the answers.
fixeff.plotcorr<-function(mod,...)
{
#require(GGally) # contains another correlation plot using ggplot2
require(lme4)
fixNames<-names(fixef(mod))
# Simon O'Hanlon's answer:
# so <- summary(mod)
# df<-as.matrix(so@vcov@factors$correlation) for version lme4<1.0
# df<-as.matrix(so$vcov@factors$correlation) # lme4 >= 1.0
df<-as.matrix(cov2cor(vcov(mod))) #Ben Bolker's solution
rownames(df)<-fixNames
colnames(df)<-abbreviate(fixNames, minlength = 11)
colsc=c(rgb(241, 54, 23, maxColorValue=255), 'white', rgb(0, 61, 104, maxColorValue=255))
colramp = colorRampPalette(colsc, space='Lab')
colors = colramp(100)
cols=colors[((df + 1)/2) * 100]
# I'm using function my.plotcorr which you can download here:
# http://hlplab.wordpress.com/2012/03/20/correlation-plot-matrices-using-the-ellipse-library/
my.plotcorr(df, col=cols, diag='none', upper.panel="number", mar=c(0,0.1,0,0),...)
# Another possibility is the corrplot package:
# cols <- colorRampPalette(c("#67001F", "#B2182B", "#D6604D", "#F4A582", "#FDDBC7",
# "#FFFFFF", "#D1E5F0", "#92C5DE", "#4393C3", "#2166AC", "#053061"))
# require(corrplot,quiet=T)
# corrplot(df, type="upper", method="number", tl.pos='tl', tl.col='black', tl.cex=0.8, cl.pos='n', col=cols(50))
# corrplot(df,add=TRUE, method='ellipse', type='lower', tl.pos='n', tl.col='black', cl.pos='n', col=cols(50), diag=FALSE)
}
You have to download the my.plotcorr function from here.
The resulting plot of the example above using command fixeff.plotcorr(mod)
now looks like this:
How about using the built-in
cov2cor(vcov(mod))
?
I don't know direct method. But this is workaround.
diag(diag(1/sqrt(vcov(mod)))) %*% vcov(mod) %*% diag(diag(1/sqrt(vcov(mod))))
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