HSI
From: Bayesian Models for Astrophysical Data, Cambridge Univ. Press
(c) 2017, Joseph M. Hilbe, Rafael S. de Souza and Emille E. O. Ishida
you are kindly asked to include the complete citation if you used this material in a publication
# Data from code 5.33
y <- c(6,11,9,13,17,21,8,10,15,19,7,12)
m <- c(45,54,39,47,29,44,36,57,62,55,66,48)
x1 <- c(1,1,1,1,1,1,0,0,0,0,0,0)
x2 <- c(1,1,0,0,1,1,0,0,1,1,0,0)
x3 <- c(1,0,1,0,1,0,1,0,1,0,1,0)
bindata <- data.frame(y, m, x1, x2, x3)
X <- model.matrix(~ x1 + x2 + x3, data = bindata)
K <- ncol(X)
Code 5.35 - Beta–binomial model with inverse link in R using JAGS
========================================================
library(R2jags)
X <- model.matrix(~ x1 + x2 + x3, data = bindata)
K <- ncol(X)
glogit.data <- list(Y = bindata$y,
N = nrow(bindata),
X = X,
K = K,
m = m)
sink("BBI.txt")
cat("
model{
# Diffuse normal priors betas
for (i in 1:K) { beta[i] ~ dnorm(0, 0.0001)}
# Prior for sigma
sigma ~ dgamma(0.01,0.01)
for (i in 1:N){
Y[i] ~ dbin(p[i],m[i])
p[i] ~ dbeta(shape1[i],shape2[i])
shape1[i]<-sigma*pi[i]
shape2[i]<-sigma*(1-pi[i])
logit(pi[i]) <- eta[i]
eta[i]<-inprod(beta[],X[i,])
}
}",fill = TRUE)
sink()
# Determine initial values
inits <- function () {list(beta = rnorm(K, 0, 0.1))}
# Identify parameters
params <- c("beta", "sigma")
BB1 <- jags(data = glogit.data,
inits = inits,
parameters = params,
model.file = "BBI.txt",
n.thin = 1,
n.chains = 3,
n.burnin = 6000,
n.iter = 10000)
print(BB1, intervals=c(0.025, 0.975), digits=3)
========================================================
Output on screen:
Inference for Bugs model at "BBI.txt", fit using jags,
3 chains, each with 10000 iterations (first 6000 discarded)
n.sims = 12000 iterations saved
mu.vect sd.vect 2.5% 97.5% Rhat n.eff
beta[1] -1.264 0.365 -2.006 -0.559 1.001 4700
beta[2] 0.233 0.407 -0.563 1.058 1.004 930
beta[3] 0.453 0.409 -0.347 1.270 1.003 1100
beta[4] -0.242 0.377 -0.969 0.534 1.001 5900
sigma 22.054 18.066 4.930 71.257 1.001 12000
deviance 60.807 5.394 52.332 73.132 1.001 12000
For each parameter, n.eff is a crude measure of effective sample size,
and Rhat is the potential scale reduction factor (at convergence, Rhat=1).
DIC info (using the rule, pD = var(deviance)/2)
pD = 14.5 and DIC = 75.4
DIC is an estimate of expected predictive error (lower deviance is better).