Interactively visualizing distributional regression models with distreg.vis

Abstract

A newly emerging field in statistics is distributional regression, where not only the mean but each parameter of a parametric response distribution can be modelled using a set of predictors. As an extension of generalized additive models, distributional regression utilizes the known link functions (log, logit, etc.), model terms (fixed, random, spatial, smooth, etc.) and available types of distributions but allows us to go well beyond the exponential family and to model potentially all distributional parameters. Due to this increase in model flexibility, the interpretation of covariate effects on the shape of the conditional response distribution, its moments and other features derived from this distribution is more challenging than with traditional mean-based methods. In particular, such quantities of interest often do not directly equate the modelled parameters but are rather a (potentially complex) combination of them. To ease the post-estimation model analysis, we propose a framework and subsequently feature an implementation in R for the visualization of Bayesian and frequentist distributional regression models fitted using the bamlss, gamlss and betareg R packages.