Nsryjdtyk

I am working on a longitudinal/repeated measures multilevel model (MLM). Usually, for time-varying covariates (in my case "weekly gross income/1000"), you would calculate a person-mean centered version of the variable (i.e. deducting the person-year income response from the average of the person's weekly income across all of said person's time points). However, this can lead to bias (see here) and hence a better (more generalisable) approach is to center around a regression line for each individual (as it happens, the residuals from the regression serve this purpose).

Therefore, I need to calculate the following regression, but for each individual (roughly 10,000 individuals with 25,000 observations):

lm(Weekly_Gross_Pay_Main_Job~nYear, data=df)

Then, the really critical part is that I need to extract the residuals to a separate column in my main dataset, matched up with each person. These residuals will take the place of my group-mean centered variable (which will in turn be used in my MLM).

Here is a possible starting point using the function that I have for the group-mean centering. If this could be updated to fit a regression with the residuals output for each person, then that would be ideal (if not, then I am open to other approaches):

#Group mean-centering a variable. Relevant for L1 variables only.

gmc = function(variable, group){

  return(ave(variable, group, FUN = function(x){x - mean(x)}))

}



df$Weekly_Gross_Pay_Main_Jobgmc <- gmc(df$Weekly_Gross_Pay_Main_Job, df$Person_ID)

Data extract in long format (where Person_ID is the person, nYear is time, Weekly_Gross_Pay_Main_Job is weekly income/1000 and Weekly_Gross_Pay_Main_Jobgmc is the group-mean centered version):

structure(list(Person_ID = c(100003L, 100003L, 100003L, 100006L, 

100006L, 100006L, 100006L, 100010L, 100010L, 100010L, 100010L, 

100010L, 100010L, 100011L, 100014L, 100014L, 100014L, 100014L, 

100014L, 100016L, 100018L, 100018L, 100018L, 100018L, 100018L, 

100018L, 100018L, 100018L, 100018L, 100020L, 100020L, 100020L, 

100020L, 100020L, 100020L, 100020L, 100020L, 100020L, 100021L, 

100021L, 100024L, 100024L, 100024L, 100024L, 100024L, 100024L, 

100024L, 100024L, 100024L, 100024L, 100025L, 100025L, 100025L, 

100025L, 100025L, 100025L, 100025L, 100025L, 100027L, 100027L, 

100027L, 100027L, 100029L, 100029L, 100029L, 100029L, 100029L, 

100031L, 100031L, 100031L, 100032L, 100032L, 100032L, 100033L, 

100033L, 100033L, 100033L, 100033L, 100033L, 100034L, 100034L, 

100034L, 100037L, 100037L, 100037L, 100037L, 100037L, 100037L, 

100037L, 100044L, 100044L, 100044L, 100044L, 100044L, 100044L, 

100044L, 100045L, 100045L, 100045L, 100045L), nYear = c(5L, 6L, 

7L, 2L, 3L, 4L, 6L, 5L, 6L, 7L, 8L, 9L, 10L, 1L, 5L, 6L, 7L, 

8L, 9L, 5L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 1L, 2L, 3L, 4L, 

5L, 6L, 7L, 8L, 9L, 1L, 2L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 

13L, 14L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 1L, 2L, 3L, 4L, 5L, 

6L, 7L, 8L, 9L, 4L, 5L, 6L, 1L, 2L, 3L, 3L, 4L, 5L, 6L, 7L, 8L, 

2L, 3L, 5L, 5L, 6L, 7L, 8L, 9L, 11L, 13L, 2L, 3L, 4L, 6L, 7L, 

8L, 9L, 4L, 5L, 6L, 7L), Weekly_Gross_Pay_Main_Job = c(0, 0.58, 

0.35, 0.035, 0.65, 0.195, 0.43, 0, 0, 0, 0, 0, 0, 0.12, 1.653, 

0.967, 1.742, 1.323, 0, 0.709, 0.155, 0.431, 0.235, 0.17, 0.285, 

0.357, 0.28, 0.335, 0.375, 0.111, 0.333, 0.582, 0.882, 0.85, 

0.944, 1.615, 1.615, 1.35, 0.168, 0.08, 0, 0, 0, 0, 0, 0, 0, 

0.134, 0.737, 0, 0.02, 0.372, 0.1, 0.014, 0.307, 0.39, 0.671, 

0.5, 0.278, 0.32, 0.425, 0.4, 0.57, 0.917, 0.75, 0.402, 0.437, 

0.211, 0.537, 0.54, 0.135, 0.15, 0.65, 0.324, 0.399, 0.497, 0.67, 

0.825, 0.825, 0.25, 0.319, 0.35, 0.885, 0.941, 0.975, 0.975, 

1.02, 1.096, 1.148, 0.1, 0.11, 0.413, 0.477, 0.578, 0.686, 0.686, 

0.511, 0.578, 0.8, 0.75), Weekly_Gross_Pay_Main_Jobgmc = c(-0.31, 

0.27, 0.04, -0.2925, 0.3225, -0.1325, 0.1025, 0, 0, 0, 0, 0, 

0, 0, 0.516, -0.17, 0.605, 0.186, -1.137, 0, -0.136444444444444, 

0.139555555555556, -0.0564444444444445, -0.121444444444444, -0.00644444444444447, 

0.0655555555555555, -0.0114444444444444, 0.0435555555555556, 

0.0835555555555555, -0.809222222222222, -0.587222222222222, -0.338222222222222, 

-0.0382222222222223, -0.0702222222222223, 0.0237777777777777, 

0.694777777777778, 0.694777777777778, 0.429777777777778, 0.044, 

-0.044, -0.0871, -0.0871, -0.0871, -0.0871, -0.0871, -0.0871, 

-0.0871, 0.0469, 0.6499, -0.0871, -0.27675, 0.07525, -0.19675, 

-0.28275, 0.01025, 0.09325, 0.37425, 0.20325, -0.07775, -0.03575, 

0.06925, 0.04425, -0.0452, 0.3018, 0.1348, -0.2132, -0.1782, 

-0.218333333333333, 0.107666666666667, 0.110666666666667, -0.176666666666667, 

-0.161666666666667, 0.338333333333333, -0.266, -0.191, -0.093, 

0.0800000000000001, 0.235, 0.235, -0.0563333333333333, 0.0126666666666667, 

0.0436666666666666, -0.120714285714286, -0.0647142857142858, 

-0.0307142857142858, -0.0307142857142858, 0.0142857142857142, 

0.0902857142857143, 0.142285714285714, -0.335714285714286, -0.325714285714286, 

-0.0227142857142857, 0.0412857142857143, 0.142285714285714, 0.250285714285714, 

0.250285714285714, -0.1368, -0.0698000000000001, 0.1522, 0.1022

)), row.names = c(NA, 100L), class = "data.frame")

not sure if I'm reading you right, this might be a very naive answer missing the point, but doesn't "residuals" just work.
Here's a linear mixed effects model with some data i had lying around

    some.model<-lme(DV~IV, random=~1|Id, data=df)

    head(residuals(some.model))

       7            7           24           24           32           32 

    -0.054135825 -0.054135825  0.064271638  0.064271638 -0.001975424 -0.001975424 

If you really want to put it into a column with the idnumber next to it it takes a few more steps. It probably can be done in a single step but i'm really bad.

   extra.column<-residuals(some.model)

   extra.column.id<-names(residuals(some.model))

   extra.column<-residuals(some.model)

   cbind(extra.column,extra.column.id)

   extra.column            extra.column.id

   7    "-0.0541358252373243"   "7"            

   7    "-0.0541358252373243"   "7"            

   24   "0.0642716380035857"    "24"           

   24   "0.0642716380035857"    "24"           

   32   "-0.0019754241828096"   "32"           

   32   "-0.0019754241828096"   "32"            

Sorry if this is not what you're looking for, but check out the residuals command.

Here is how I ended up doing it:

#Before you begin, time needs to be grand-mean centered.

df$nYearmc <- df$nYear-mean(df$nYear, na.rm=TRUE)



#Now to regress the time-varying covariate onto grand-mean centered time and complete the process.



#First, create a group called `by_person`.

df <- tidyr::unite(df, Person_Year, c(Person_ID, nYearmc), remove=FALSE)

by_Person <- dplyr::group_by(df, Person_ID)



#Second, regress the time-varying covariate onto the newly created grand-mean centered time variable and merge with the main data frame.

df.Weekly_Gross_Pay_Main_Job <- dplyr::do(by_Person, augment(lm(Weekly_Gross_Pay_Main_Job~nYearmc, data=.)))

df.Weekly_Gross_Pay_Main_Job <- tidyr::unite(df.Weekly_Gross_Pay_Main_Job, Person_Year, c(Person_ID, nYearmc), remove=FALSE)

df <- merge(df, df.Weekly_Gross_Pay_Main_Job, by="Person_Year")



#Third, copy over the required columns (renaming them would be more efficient, but either way).

df$RegResGrossPay <- df$.resid



#Fourth, do an optional tidy up.

colnames(df)[colnames(df)=="Person_ID.x"] <- "Person_ID"

colnames(df)[colnames(df)=="nYearmc.x"] <- "nYearmc"

colnames(df)[colnames(df)=="Weekly_Gross_Pay_Main_Job.x"] <- "Weekly_Gross_Pay_Main_Job"

df$Person_ID.y <- NULL

df$nYearmc.y <- NULL

df$Weekly_Gross_Pay_Main_Job.y <- NULL

df$.fitted <- NULL

df$.se.fit <- NULL

df$.resid <- NULL

df$.hat <- NULL

df$.sigma <- NULL

df$.cooksd <- NULL

df$.std.resid <- NULL

df.Weekly_Gross_Pay_Main_Job <- NULL



#Fifth, generate plots of the variables you need.

ggplot(df, aes(nYearmc, RegResGrossPay))+geom_line(aes(group=Person_ID), alpha =1/3)+geom_smooth(method="lm",se=FALSE)