Questions tagged [rstan]
Relating to the R bindings for mc-stan
45
questions
0
votes
1
answer
53
views
Title: How to fit a Frequentist Equivalent of Bayesian mixed-effects model with nlme or lme4 and obtain category-specific variances and intercepts?
I am interested in fitting a Bayesian mixed-effects model to my data using the brms package. My data includes three grouping variables (Category, BioRep, and TechRep), and I want to estimate category-...
- 165
2
votes
0
answers
182
views
Hurdle model for non-count continuous data with both positive and negative values
I am aiming to estimate a hurdle model (where being non-zero is the hurdle) in the vein of Cragg. My data is both positive and negative where the data reflects the difference between a value reported ...
- 21
1
vote
1
answer
36
views
Why am I getting negative means from a hierarchical clustering model fitted to binomial data using RStan
Apologies in advance - I'm new to Bayesian statistical methods and may not get all the terminology correct.
I am trying to run some Bayesian analysis on survey data using the rstan package in R but I'...
- 11
1
vote
0
answers
70
views
Quadratic regression with orthogonal polynomials vs. raw polynomials with QR decomposition
I'm using rstanarm to estimate random slopes for second-order polynomial coefficients. My model has the basic form:
...
- 11
0
votes
1
answer
164
views
CIs for random intercepts from gam and stan_gamm4 are similar, but those from gamm4 are not. why?
Question: how can one obtain a good confidence interval for the estimated random effects from gamm4?
Motivation: The example below, using binomial data with a random intercept, shows that estimated ...
0
votes
0
answers
435
views
Can we define inverse gamma priors in stan_glmer()?
Although I tried to read the manual, I don't quite see how I can incorporate the following model in stan_glmer().
$Y_{ij}|\mu_j,\sigma_y \sim N(\mu_j,\sigma_y^2)$
$\...
- 3,605
1
vote
1
answer
124
views
How to write proportionality in a Stan model?
I am having difficulties in writing the following equation into a Stan model.
$$
y_i = \mu(x_i) + \epsilon_i
\\ \epsilon_i \sim N(\theta,\sigma^2)
\\ \mu(x_i) = a + b x_i
\\ p(a) = p(b) \propto 1
\\ \...
- 11
1
vote
1
answer
156
views
Help with rstan models [closed]
I would need help in order to write a specific Stan model.
The biological question
The idea of the model is modeling the number of Bones (NbBones : discret ...
- 223
0
votes
1
answer
299
views
How do I write the Jeffreys prior for error variances in stan? $p(\mu, \sigma_1^2, \dots, \sigma_C^2) \propto \Pi{ \sigma_i^{-2}}$ [closed]
I need to model the Jeffreys prior for error variances in a heteroscedastic ANOVA design in rstan.
That is to say, $\pi(\mu,\sigma_1^2,\dotsb,\sigma_C^2)\varpropto\Pi_{i=1}^{C}\sigma_i^{-2}$.
Is the ...
0
votes
1
answer
326
views
Reporting guideline for bayesian using pd and ROPE
In the bayestestR articles, I came across the reporting guidelines that they recommend
“the effect of X has a probability of pd of being negative (Median = median, ...
- 227
1
vote
0
answers
436
views
Is my Stan model correct? The Jeffreys prior for a heteroscedastic mixed-effects model
I am using rstan to obtain MCMC samples from a heteroscedastic mixed-effects model with different residual variances $\sigma_j^2$ for each experimental condition $j$.
One assumption is the Jeffreys ...
1
vote
0
answers
121
views
0
votes
1
answer
712
views
How to extract predicted values from stan_lmer()
I fitted a stan_lmer model and tried to extract predicted (predict() function) but R suggested me to use posterior_predict() but cannot at this point plot the predicted vs observed plot, as I have a ...
- 11
2
votes
0
answers
156
views
How to define informative priors from previous studies using stan_glm?
I am trying to develop a linear regression model for estimating stature from handprint measurements. I would like to employ the Bayesian approach and define informative priors from the previous ...
- 21
0
votes
1
answer
814
views
R Stan: Rejecting initial value error only with real data, not with simulated data
I am trying to fit a non-linear function to a dataset using Stan and R. I tested my model with a simulated dataset. It works nicely. However, as soon as I use real data that is formatted exactly the ...
- 113