# Frequentist uncertainty visualization

#### Matthew Kay

#### 2025-04-22

## Introduction

This vignette shows how to combine the `ggdist` geoms with output from the `broom` package to enable visualization of uncertainty from frequentist models. The general idea is to use `xdist` and `ydist` aesthetics supported by `ggdist` stats to visualize confidence distributions instead of visualizing posterior distributions as we might from a Bayesian model. For more information on the families of geoms and stats in ggdist, see `vignette("slabinterval")`, `vignette("dotsinterval")`, and `vignette("lineribbon")`.

Confidence distributions are a way of unifying the notion of sampling distributions, bootstrap distributions, and several other concepts in frequentist inference. They are a convenient tool for visualizing uncertainty in a way that generalizes across Bayesian and frequentist frameworks: where in a Bayesian framework we might visualize a probability distribution, in the frequentist framework we visualize a confidence distribution. This gives us a way to use the same geometries for uncertainty visualization in either framework.

For more on confidence distributions, see: Xie, Min‐ge, and Kesar Singh. Confidence distribution, the frequentist distribution estimator of a parameter: A review. International Statistical Review 81.1 (2013): 3-39.

## Setup

The following libraries are required to run this vignette:

    library(dplyr)
    library(tidyr)
    library(ggdist)
    library(ggplot2)
    library(broom)
    library(distributional)

    theme_set(theme_ggdist())

## Point estimates

We’ll start with an ordinary least squares (OLS) linear regression analysis of this simple dataset:

    set.seed(5)
    n = 10
    n_condition = 5
    ABC =
      tibble(
        condition = rep(c("A","B","C","D","E"), n),
        response = rnorm(n * 5, c(0,1,2,1,-1), 0.5)
      )

This is a typical tidy format data frame: one observation per row. Graphically:

    ABC %>%
      ggplot(aes(x = response, y = condition)) +
      geom_point(alpha = 0.5) +
      ylab("condition")

And a simple linear regression of the data is fit as follows:

    m_ABC = lm(response ~ condition, data = ABC)

The default summary is not great from an uncertainty communication perspective:

    summary(m_ABC)

    ##
    ## Call:
    ## lm(formula = response ~ condition, data = ABC)
    ##
    ## Residuals:
    ##     Min      1Q  Median      3Q     Max
    ## -0.9666 -0.4084 -0.1053  0.4104  1.2331
    ##
    ## Coefficients:
    ##             Estimate Std. Error t value Pr(>|t|)
    ## (Intercept)   0.1816     0.1732   1.048  0.30015
    ## conditionB    0.8326     0.2450   3.399  0.00143 **
    ## conditionC    1.6930     0.2450   6.910 1.38e-08 ***
    ## conditionD    0.8456     0.2450   3.452  0.00122 **
    ## conditionE   -1.1168     0.2450  -4.559 3.94e-05 ***
    ## ---
    ## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    ##
    ## Residual standard error: 0.5478 on 45 degrees of freedom
    ## Multiple R-squared:  0.7694, Adjusted R-squared:  0.7489
    ## F-statistic: 37.53 on 4 and 45 DF,  p-value: 8.472e-14

So let’s try half-eye plots instead. The basic idea is that we need to get the three parameters for the sampling distribution of each parameter and then use `stat_halfeye()` to plot them. The confidence distribution for parameter \(i\), \(\tilde\beta_i\), from an `lm` model is a scaled-and-shifted t distribution:

\[ \tilde\beta_i \sim \textrm{student_t}\left(\nu, \hat\beta_i, \sigma_{\hat\beta_i}\right) \]

With:

- \(\nu\): degrees of freedom, equal to `df.residual(m_ABC)`
- \(\hat\beta_i\): location, equal to the point estimate of the parameter (`estimate` column from `broom::tidy()`)
- \(\sigma_{\hat\beta_i}\): scale, equal to the standard error of the parameter estimate (`std.error` column from `broom::tidy()`)

We can get the estimates and standard errors easily by using `broom::tidy()`:

    tidy(m_ABC)

term | estimate | std.error | statistic | p.value
--- | --- | --- | --- | ---
(Intercept) | 0.1815842 | 0.1732360 | 1.048190 | 0.3001485
conditionB | 0.8326303 | 0.2449927 | 3.398593 | 0.0014276
conditionC | 1.6929997 | 0.2449927 | 6.910410 | 0.0000000
conditionD | 0.8455952 | 0.2449927 | 3.451513 | 0.0012237
conditionE | -1.1168101 | 0.2449927 | -4.558545 | 0.0000394

Finally, we can construct vectors of probability distributions using functions like `distributional::dist_student_t()` from the distributional package. The `stat_slabinterval()` family of functions supports these objects.

Putting everything together, we have:

    m_ABC %>%
      tidy() %>%
      ggplot(aes(y = term)) +
      stat_halfeye(
        aes(xdist = dist_student_t(df = df.residual(m_ABC), mu = estimate, sigma = std.error))
      )

If we would rather see uncertainty in conditional means, we can instead use `tidyr::expand()` along with `broom::augment()` (similar to how we can use `tidyr::expand()` with `tidybayes::add_fitted_draws()` for Bayesian models). Here we want the confidence distribution for the mean in condition \(c\), \(\tilde\mu_c\):

\[ \tilde\mu_c \sim \textrm{student_t}\left(\nu, \hat\mu_c, \sigma_{\hat\mu_c} \right) \]

With:

- \(\nu\): degrees of freedom, equal to `df.residual(m_ABC)`
- \(\hat\mu_c\): location, equal to the point estimate of the mean in condition \(c\) (`.fitted` column from `broom::augment()`)
- \(\sigma_{\hat\mu_c}\): scale, equal to the standard error of the mean in condition \(c\) (`.se.fit` column from `broom::augment(..., se_fit = TRUE)`)

Putting everything together, we have:

    ABC %>%
      expand(condition) %>%
      augment(m_ABC, newdata = ., se_fit = TRUE) %>%
      ggplot(aes(y = condition)) +
      stat_halfeye(
        aes(xdist = dist_student_t(df = df.residual(m_ABC), mu = .fitted, sigma = .se.fit)),
        scale = .5
      ) +
      # we'll add the data back in too (scale = .5 above adjusts the halfeye height so
      # that the data fit in as well)
      geom_point(aes(x = response), data = ABC, pch = "|", size = 2, position = position_nudge(y = -.15))

Of course, this works with the entire `stat_slabinterval()` family. Here are gradient plots instead:

    ABC %>%
      expand(condition) %>%
      augment(m_ABC, newdata = ., se_fit = TRUE) %>%
      ggplot(aes(y = condition)) +
      stat_gradientinterval(
        aes(xdist = dist_student_t(df = df.residual(m_ABC), mu = .fitted, sigma = .se.fit)),
        scale = .5, fill_type = "gradient"
      )

Note: The example above uses the experimental `fill_type = "gradient"` option. This can be omitted if your system does not support it; see further discussion in the section on gradient plots in `vignette("slabinterval")`.

Or complementary cumulative distribution function (CCDF) bar plots:

    ABC %>%
      expand(condition) %>%
      augment(m_ABC, newdata = ., se_fit = TRUE) %>%
      ggplot(aes(y = condition)) +
      stat_ccdfinterval(
        aes(xdist = dist_student_t(df = df.residual(m_ABC), mu = .fitted, sigma = .se.fit))
      )

We can also create quantile dotplots by using the `dots` family of geoms. Quantile dotplots show quantiles from a distribution (in this case, the sampling distribution), employing a frequency framing approach to uncertainty communication that can be easier for people to interpret (Kay et al. 2016, Fernandes et al. 2018):

    ABC %>%
      expand(condition) %>%
      augment(m_ABC, newdata = ., se_fit = TRUE) %>%
      ggplot(aes(y = condition)) +
      stat_dots(
        aes(xdist = dist_student_t(df = df.residual(m_ABC), mu = .fitted, sigma = .se.fit)),
        quantiles = 100
      )

See `vignette("slabinterval")` and `vignette("dotsinterval")` for more examples of uncertainty geoms and stats in the slabinterval family.

## For a fit line

The same principle of reconstructing the confidence distribution allows us to use `stat_lineribbon()` to construct uncertainty bands around regression fit lines. Here we’ll reconstruct an example with the `mtcars` dataset from `vignette("tidy-brms", package = "tidybayes")`, but using `lm()` instead:

    m_mpg = lm(mpg ~ hp * cyl, data = mtcars)

Again we’ll use `tidyr::expand()` with `broom::tidy()`, but now we’ll employ `stat_lineribbon()`:

    mtcars %>%
      group_by(cyl) %>%
      expand(hp = seq(min(hp), max(hp), length.out = 101)) %>%
      augment(m_mpg, newdata = ., se_fit = TRUE) %>%
      ggplot(aes(x = hp, fill = ordered(cyl), color = ordered(cyl))) +
      stat_lineribbon(
        aes(ydist = dist_student_t(df = df.residual(m_mpg), mu = .fitted, sigma = .se.fit)),
        alpha = 1/4
      ) +
      geom_point(aes(y = mpg), data = mtcars) +
      scale_fill_brewer(palette = "Set2") +
      scale_color_brewer(palette = "Dark2") +
      labs(
        color = "cyl",
        fill = "cyl",
        y = "mpg"
      )

Another alternative to using `alpha` to create gradations of lineribbon colors in different groups is to use the `fill_ramp` aesthetic provided by `ggdist` to “ramp” the fill color of the ribbons from `"white"` to their full color (see `help("scale_fill_ramp")`). Here we’ll “whiten” the fill color of each band according to its `level` (the `level` variable is computed by `stat_lineribbon()` and is an ordered factor version of `.width`):

    mtcars %>%
      group_by(cyl) %>%
      expand(hp = seq(min(hp), max(hp), length.out = 101)) %>%
      augment(m_mpg, newdata = ., se_fit = TRUE) %>%
      ggplot(aes(x = hp, color = ordered(cyl))) +
      stat_lineribbon(aes(
        ydist = dist_student_t(df = df.residual(m_mpg), mu = .fitted, sigma = .se.fit),
        fill = ordered(cyl),
        fill_ramp = after_stat(level)
      )) +
      geom_point(aes(y = mpg), data = mtcars) +
      scale_fill_brewer(palette = "Set2") +
      scale_color_brewer(palette = "Dark2") +
      labs(
        color = "cyl",
        fill = "cyl",
        y = "mpg"
      )

One way to avoid problems created by overlapping ribbons (besides using `alpha`, as above) is to use commutative blending modes available in R > 4.2. The ggblend package enables support for such blending modes, and its documentation includes examples of their use with `stat_lineribbon()`.

For more examples of using lineribbons, see `vignette("lineribbon")`.