A coefficient plot for multiple models

coefficent_plot_walkthrough.R

doInstall <- TRUE
toInstall <- c("ggplot2")
if(doInstall){install.packages(toInstall, repos = "http://cran.us.r-project.org")}
lapply(toInstall, library, character.only = TRUE)

ANES <- read.csv("http://www.oberlin.edu/faculty/cdesante/assets/downloads/ANES.csv")
ANES <- ANES[ANES$year == 2008, -c(1, 11, 17)]  # Limit to just 2008 respondents,
head(ANES)  # remove some non-helpful variables

# Fit several models with the same DV:
model1 <- lm(pid7 ~ ideo7 + female + age + south, data = ANES)
model2 <- lm(pid7 ~ ideo7 + female + age + female:age, data = ANES)
model3 <- lm(pid7 ~ ideo7, data = ANES)  # These are just arbitrary examples

# Put model estimates into temporary data.frames:
model1Frame <- data.frame(Variable = rownames(summary(model1)$coef),
                          Coefficient = summary(model1)$coef[, 1],
                          SE = summary(model1)$coef[, 2],
                          modelName = "South Indicator")
model2Frame <- data.frame(Variable = rownames(summary(model2)$coef),
                          Coefficient = summary(model2)$coef[, 1],
                          SE = summary(model2)$coef[, 2],
                          modelName = "Age Interaction")
model3Frame <- data.frame(Variable = rownames(summary(model3)$coef),
                          Coefficient = summary(model3)$coef[, 1],
                          SE = summary(model3)$coef[, 2],
                          modelName = "Univariate")
# Combine these data.frames
allModelFrame <- data.frame(rbind(model1Frame, model2Frame, model3Frame))  # etc.

# Specify the width of your confidence intervals
interval1 <- -qnorm((1-0.9)/2)  # 90% multiplier
interval2 <- -qnorm((1-0.95)/2)  # 95% multiplier

# Plot
zp1 <- ggplot(allModelFrame, aes(colour = modelName))
zp1 <- zp1 + geom_hline(yintercept = 0, colour = gray(1/2), lty = 2)
zp1 <- zp1 + geom_linerange(aes(x = Variable, ymin = Coefficient - SE*interval1,
                                ymax = Coefficient + SE*interval1),
                            lwd = 1, position = position_dodge(width = 1/2))
zp1 <- zp1 + geom_pointrange(aes(x = Variable, y = Coefficient, ymin = Coefficient - SE*interval2,
                                 ymax = Coefficient + SE*interval2),
                             lwd = 1/2, position = position_dodge(width = 1/2),
                             shape = 21, fill = "WHITE")
zp1 <- zp1 + coord_flip() + theme_bw()
zp1 <- zp1 + ggtitle("Comparing several models")
print(zp1)  # The trick to these is position_dodge().

A wonderful example. I added position_dodge() to my existing code to make the comparisons I wanted.

I have a question though regarding the order of the colour factor levels...

My data frame coefs:

     Estimate         se     lowerCI     upperCI  dyads            vars
3   0.106478735 0.06169716 -0.01444769  0.22740516    All         Kinship
2  -2.591911491 0.20060472 -2.98509674 -2.19872624    All  Age difference
4  -0.169305922 0.07252870 -0.31146217 -0.02714967    All Rank difference
31  0.007409558 0.10206631 -0.19264041  0.20745952 Female         Kinship
21 -1.944700523 0.25320891 -2.44099000 -1.44841105 Female  Age difference
41 -0.220988389 0.10169709 -0.42031468 -0.02166210 Female Rank difference
32  0.137868642 0.06934290  0.00195656  0.27378072   Male         Kinship
22 -2.880896180 0.24594286 -3.36294418 -2.39884818   Male  Age difference
42 -0.136386916 0.08218800 -0.29747540  0.02470157   Male Rank difference

My code:

g<-ggplot(coefs, aes(vars, Estimate, colour=dyads)) + 
  theme(axis.title.x =element_text(margin=margin(0,20,0,0)))+
  theme(axis.title.x = element_blank())+
  
  geom_hline(yintercept=0, lty=2, lwd=1, colour="grey50") +
  
  geom_errorbar(aes(ymin=lowerCI, ymax=upperCI), 
                lwd=1, width=0, position = position_dodge(width = 0.5)) + 
  labs(x ="")+
  geom_point(size=4, pch=21,position = position_dodge(width = 0.5)) +
  
  theme(panel.background = element_rect(fill = "white"))
g

When I add coord_flip() at the end of this code, the lines are no longer ordered by the levels of the factor coefs$dyads. As you can see in your example also, @dsparks, South Indicator is the first level of the factor modelName, but its lines are below the lines of Age Interaction and Univariate. Do you know how to custom rearrange these lines such that they appear in the same order as the levels of the colour factor?

I realize I can simply omit coord_flip(), save the figure, and rotate it by hand, but rotating the coordinates beforehand is, of course, much more desirable.

Thanks for any insight.

Is it possible to do this with models that were fit using "brms"?

This is awesome! Thanks.

This is awesome, thanks!

Quick question, is there anyway to do the same but have each model in a different column and not stacked? I have 6 binary regression models (they don't have the same dependent variable). It looks messy when I lump them all together. I would prefer to have a column for each model with its respective coefficients in the same plot. Any ideas on how to do this???

Thanks!

@stapial
You can use ggplot2's facet functions to split the models into columns:

zp1<- zp1 + facet_grid(.~modelName)

perfect! Thank you so much @ksorby!

This is exactly what I needed. Thank you!

Thank you so much for this walk-through! Now, just one question: How can I select only certain variables to depict in the figure? Or at least drop the intercept?

Thank you so much for this walk-through! Now, just one question: How can I select only certain variables to depict in the figure? Or at least drop the intercept?

I found a solution:
allModelFrame <- subset(allModelFrame, allModelFrame$Variable == "variable1" |
allModelFrame$Variable == "variable2")

Also, if you want heteroscedastic standard errors, define them for example as so: coff_model1 <- coeftest(model1, vcov = vcovHC)
and plug it into the code:
model1.Frame <- data.frame(Variable = rownames(summary(model1)$coef),
Coefficient = summary(model1)$coef[, 1],
SE = coff_model1[, 2],
modelName = "model1")

Hope this helps.