Assignment #11
Haneef Meeran
2020-12-09
Chapter 13 - Models With Memory
This chapter has been an introduction to the motivation, implementation, and interpretation of basic multilevel models. It focused on varying intercepts, which achieve better estimates of baseline differences among clusters in the data. They achieve better estimates, because they simultaneously model the population of clusters and use inferences about the population to pool information among parameters. From another perspective, varying intercepts are adaptively regularized parameters, relying upon a prior that is itself learned from the data.
Place each answer inside the code chunk (grey box). The code chunks should contain a text response or a code that completes/answers the question or activity requested. Problems are labeled Easy (E), Medium (M), and Hard(H).
Finally, upon completion, name your final output .html file as: YourName_ANLY505-Year-Semester.html and publish the assignment to your R Pubs account and submit the link to Canvas. Each question is worth 5 points.
Questions
13E1. Which of the following priors will produce more shrinkage in the estimates? \[\begin{align} \ α_{TANK} ∼ Normal(0, 1) \tag{a} \\ \ α_{TANK} ∼ Normal(0, 2) \tag{b} \\ \end{align}\]
#{a} α_{TANK} ∼ Normal(0, 1) \tag{a} Produces more shrinkage13E2. Rewrite the following model as a multilevel model. \[\begin{align} y_i ∼ Binomial(1, p_i) \\ logit(p_i) = α_{group[i]} + βx_i \\ α_{group} ∼ Normal(0, 1.5) \\ β ∼ Normal(0, 0.5) \\ \end{align}\]
#yi ~ Binomial(1, pi)
#logit(pi) = αgroup[i] + βxi
#αgroup ∼ Normal(α_bar, σα)
#α_bar ~ Normal(0, 1.5)
#σα ~ Exponential(1)
#β ∼ Normal(0, 0.5)13E3. Rewrite the following model as a multilevel model. \[\begin{align} y_i ∼ Normal(μ_i, σ) \\ μ_i = α_{group[i]} + βx_i \\ α_{group} ∼ Normal(0, 5) \\ β ∼ Normal(0, 1) \\ σ ∼ Exponential(1) \\ \end{align}\]
#yi ~ Normal(μi, σ)
#μi = α_group[i] + βx_i
# α_group[i] ∼ Normal(α_bar, σα)
#β ∼ Normal(0, 1)
#σ ∼ Exponential(1)
#α_bar ~ Normal(0, 1)
#σα ~ Exponential(1)13E4. Write a mathematical model formula for a Poisson regression with varying intercepts.
#yi ~ Poisson(pi)
#log(pi) = αgroup[i] + βxi
#αgroup ∼ Normal(α_bar, σα)
#α_bar ~ Normal(0, 1)
#σα ~ Exponential(1)
#β ∼ Normal(0, 1)13E5. Write a mathematical model formula for a Poisson regression with two different kinds of varying intercepts, a cross-classified model.
#yi ~ Poisson(pi)
#log(pi) = αgroup[i] + αgroup2[i] + βxi
#αgroup ∼ Normal(α_bar, σgroup)
#αgroup2 ∼ Normal(0, σgroup2)
#α_bar ~ Normal(0, 1)
#σgroup ~ Exponential(1)
#σgroup2 ~ Exponential(1)
#β ∼ Normal(0, 1)13M1. Revisit the Reed frog survival data, data(reedfrogs), and add the predation and size treatment variables to the varying intercepts model. Consider models with either main effect alone, both main effects, as well as a model including both and their interaction. Instead of focusing on inferences about these two predictor variables, focus on the inferred variation across tanks. Explain why it changes as it does across models.
library(rethinking)
data(reedfrogs)
datafrog <- reedfrogs
#predations variable
datafrog$pred <- ifelse(datafrog$pred == "yes", 1,0)
#size dummy variable
datafrog$sizes <- ifelse(datafrog$size == "small", 0, 1)
#intercept for each tank
datafrog$tanks <- 1:nrow(datafrog)
#model
m <- map2stan(
alist(
surv ~ dbinom(density, c),
logit(c) <- a_tank[tanks],
a_tank[tanks] ~ dnorm(x, s),
x ~ dnorm(0, 10),
s ~ dexp(1)
),
data = datafrog, chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL 'c6d5a68d65a26232362e2c4bfda7c5e5' NOW (CHAIN 1).
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## SAMPLING FOR MODEL 'c6d5a68d65a26232362e2c4bfda7c5e5' NOW (CHAIN 3).
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## SAMPLING FOR MODEL 'c6d5a68d65a26232362e2c4bfda7c5e5' NOW (CHAIN 4).
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## Chain 4:## Computing WAICprecis(m)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## x 1.383680 0.2621930 0.9757109 1.804726 4583.883 0.9993909
## s 1.620684 0.2163282 1.3090498 1.988578 2988.798 0.9999738#model
m1 <- map2stan(
alist(
surv ~ dbinom(density, c),
logit(c) <- a_tank[tanks] + dp*pred,
dp ~ dnorm(0,1),
a_tank[tanks] ~ dnorm(x, s),
x ~ dnorm(0, 10),
s ~ dexp(1)
),
data = datafrog, chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL '8aecefe81ef4a713978dcae26e556719' NOW (CHAIN 1).
## Chain 1:
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## SAMPLING FOR MODEL '8aecefe81ef4a713978dcae26e556719' NOW (CHAIN 2).
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## SAMPLING FOR MODEL '8aecefe81ef4a713978dcae26e556719' NOW (CHAIN 3).
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## SAMPLING FOR MODEL '8aecefe81ef4a713978dcae26e556719' NOW (CHAIN 4).
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## Chain 4:## Computing WAICprecis(m1)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## dp 0.0163269 1.0061956 -1.5525370 1.617097 11419.077 0.9998736
## x 1.3947819 0.2709245 0.9634732 1.837562 5611.103 0.9998702
## s 1.6307994 0.2114292 1.3170392 1.993517 3051.319 0.9995609#model
m2 <- map2stan(
alist(
surv ~ dbinom(density, c),
logit(c) <- a_tank[tanks] + ds*sizes,
ds ~ dnorm(0,1),
a_tank[tanks] ~ dnorm(x, s),
x ~ dnorm(0, 10),
s ~ dexp(1)
),
data = datafrog, chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL 'd7eacefc331a0c63b8b10f7e33f4cdf8' NOW (CHAIN 1).
## Chain 1:
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## Chain 4:## Computing WAICprecis(m2)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## ds -0.3594499 0.4531904 -1.079801 0.3687155 398.4061 1.011428
## x 1.5637887 0.3460628 1.018254 2.1278817 817.0400 1.006300
## s 1.6189196 0.2163493 1.303545 1.9944604 2385.9730 1.002073#model
m3 <- map2stan(
alist(
surv ~ dbinom(density, c),
logit(c) <- a_tank[tanks] + dp*pred + ds*sizes,
dp ~ dnorm(0,1),
ds ~ dnorm(0,1),
a_tank[tanks] ~ dnorm(x, s),
x ~ dnorm(0, 10),
s ~ dexp(1)
),
data = datafrog, chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
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## Chain 4:## Warning: Bulk Effective Samples Size (ESS) is too low, indicating posterior means and medians may be unreliable.
## Running the chains for more iterations may help. See
## http://mc-stan.org/misc/warnings.html#bulk-ess## Computing WAICprecis(m3)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## dp -0.02338105 1.0061021 -1.609133 1.5833924 3888.0839 0.9995746
## ds -0.37287607 0.4503980 -1.133939 0.3323939 374.0589 1.0156441
## x 1.57933350 0.3451709 1.041652 2.1364234 703.3747 1.0087468
## s 1.62314635 0.2152749 1.307772 1.9965238 1935.4336 1.0015655#model
m4 <- map2stan(
alist(
surv ~ dbinom(density, c),
logit(c) <- a_tank[tanks] + dp*pred + ds*sizes + dps*pred*sizes,
dp ~ dnorm(0,1),
ds ~ dnorm(0,1),
dps ~ dnorm(0,1),
a_tank[tanks] ~ dnorm(x, s),
x ~ dnorm(0, 10),
s ~ dexp(1)
),
data = datafrog, chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
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## Chain 4:## Computing WAICprecis(m4)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## dp -0.01242370 1.0122915 -1.666512 1.5928236 3878.2772 0.9993979
## ds -0.37831539 0.4765427 -1.144745 0.3742476 453.2099 1.0069567
## dps 0.00851132 0.9978393 -1.594958 1.5780193 4678.4861 0.9996289
## x 1.57432923 0.3529418 1.018951 2.1647565 801.9259 1.0030895
## s 1.62309954 0.2163924 1.310586 1.9783991 2188.9344 1.0028006# In observing the models, adding a predictor variable results in variation.
#Hence variation in tanks is observed after checking models with predictor variables, and without predictor variables predation and size. 13M2. Compare the models you fit just above, using WAIC. Can you reconcile the differences in WAIC with the posterior distributions of the models?
compare(m, m1, m2, m3, m4)## WAIC SE dWAIC dSE pWAIC weight
## m 1009.442 38.15772 0.0000000 NA 37.84910 0.2725383
## m4 1009.826 38.25128 0.3836783 0.6585321 37.99916 0.2249639
## m1 1009.941 38.23140 0.4988421 0.4013875 38.17504 0.2123760
## m3 1010.672 38.28784 1.2292878 0.6249138 38.38477 0.1473978
## m2 1010.736 38.32716 1.2937332 0.6697472 38.41762 0.1427240#The difference in WAIC with posterior distributions of the models from comparing the models is the model with size has a small variation. 13M3. Re-estimate the basic Reed frog varying intercept model, but now using a Cauchy distribution in place of the Gaussian distribution for the varying intercepts. That is, fit this model: \[\begin{align} s_i ∼ Binomial(n_i, p_i) \\ logit(p_i) = α_{tank[i]} \\ α_{tank} ∼ Cauchy(α, σ) \\ α ∼ Normal(0, 1) \\ σ ∼ Exponential(1) \\ \end{align}\]
(You are likely to see many divergent transitions for this model. Can you figure out why? Can you fix them?) Compare the posterior means of the intercepts, αtank, to the posterior means produced in the chapter, using the customary Gaussian prior. Can you explain the pattern of differences? Take note of any change in the mean α as well.
#Cauchy model
m5 <- map2stan(
alist(
surv ~ dbinom(density, c),
logit(c) <- a_tank[tanks],
a_tank[tanks] ~ dnorm(x, s),
x ~ dnorm(0, 10),
s ~ dexp(1)
),
data = datafrog, chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL '12a809105239619d1e8d1573a83719ef' NOW (CHAIN 1).
## Chain 1:
## Chain 1: Gradient evaluation took 2.2e-05 seconds
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##
## SAMPLING FOR MODEL '12a809105239619d1e8d1573a83719ef' NOW (CHAIN 2).
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##
## SAMPLING FOR MODEL '12a809105239619d1e8d1573a83719ef' NOW (CHAIN 3).
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## Chain 3: 1000 transitions using 10 leapfrog steps per transition would take 0.11 seconds.
## Chain 3: Adjust your expectations accordingly!
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## SAMPLING FOR MODEL '12a809105239619d1e8d1573a83719ef' NOW (CHAIN 4).
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## Chain 4:## Computing WAICprecis(m5)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## x 1.376245 0.2669152 0.9650378 1.823404 5256.392 0.9999107
## s 1.622681 0.2181056 1.3147103 2.004027 3340.949 1.0002618compare(m, m1, m2, m3, m4, m5)## WAIC SE dWAIC dSE pWAIC weight
## m 1009.442 38.15772 0.0000000 NA 37.84910 0.2259072
## m4 1009.826 38.25128 0.3836783 0.6585321 37.99916 0.1864728
## m1 1009.941 38.23140 0.4988421 0.4013875 38.17504 0.1760386
## m5 1009.998 38.10392 0.5557625 0.3854112 38.05106 0.1710991
## m3 1010.672 38.28784 1.2292878 0.6249138 38.38477 0.1221782
## m2 1010.736 38.32716 1.2937332 0.6697472 38.41762 0.1183040#Not a significant difference betweent the models including the Cauchy model (m5). 13M4. Now use a Student-t distribution with ν = 2 for the intercepts: \[\begin{align} α_{tank} ∼ Student(2, α, σ) \end{align}\]
Refer back to the Student-t example in Chapter 7 (page 234), if necessary. Compare the resulting posterior to both the original model and the Cauchy model in 13M3. Can you explain the differences and similarities in shrinkage in terms of the properties of these distributions?
#Student-t
m6<- map2stan(
alist(
surv ~ dbinom(density , c),
logit(c) <- a_tank[tanks] ,
a_tank[tanks] ~ dstudent(2, a , sigma ),
a ~ dnorm(0, 1) ,
sigma ~ dcauchy(0,1)
),
data = datafrog , chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL '6fb923f1565fd371824376b60c128201' NOW (CHAIN 1).
## Chain 1: Rejecting initial value:
## Chain 1: Error evaluating the log probability at the initial value.
## Chain 1: Exception: student_t_lpdf: Scale parameter is -1.79248, but must be > 0! (in 'model48314981265a_6fb923f1565fd371824376b60c128201' at line 18)
##
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## SAMPLING FOR MODEL '6fb923f1565fd371824376b60c128201' NOW (CHAIN 2).
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## SAMPLING FOR MODEL '6fb923f1565fd371824376b60c128201' NOW (CHAIN 3).
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## SAMPLING FOR MODEL '6fb923f1565fd371824376b60c128201' NOW (CHAIN 4).
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## Chain 4:## Computing WAICprecis (m6)## 48 vector or matrix parameters hidden. Use depth=2 to show them.## mean sd 5.5% 94.5% n_eff Rhat4
## a 1.338570 0.2780206 0.8973888 1.765568 5009.163 1.000490
## sigma 1.272175 0.2285024 0.9458826 1.662752 2790.386 1.000872compare(m5,m6)## WAIC SE dWAIC dSE pWAIC weight
## m5 1009.998 38.10392 0.000000 NA 38.05106 0.6877779
## m6 1011.577 37.88646 1.579502 1.495099 38.91333 0.3122221#No significant difference, Student-t model has a higher WAIC than Cauchy model.13M5. Modify the cross-classified chimpanzees model m13.4 so that the adaptive prior for blocks contains a parameter \(\bar{γ}\) for its mean: \[\begin{align} γ_j ∼ Normal(\bar{γ}, σ_γ) \\ \bar{γ} ∼ Normal(0, 1.5) \\ \end{align}\]
Compare this model to m13.4. What has including \(\bar{γ}\) done?
data(chimpanzees)
datachimp = chimpanzees
m7 <- map2stan(
alist(
pulled_left ~ dnorm(mu , 1),
mu~dnorm(10,1)
),
data = datachimp , chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL 'b3b790413181941eda24eba029d065d2' NOW (CHAIN 1).
## Chain 1:
## Chain 1: Gradient evaluation took 1.1e-05 seconds
## Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.11 seconds.
## Chain 1: Adjust your expectations accordingly!
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##
## SAMPLING FOR MODEL 'b3b790413181941eda24eba029d065d2' NOW (CHAIN 2).
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## Chain 2: Gradient evaluation took 3e-06 seconds
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## Chain 2: Adjust your expectations accordingly!
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## Chain 2:
##
## SAMPLING FOR MODEL 'b3b790413181941eda24eba029d065d2' NOW (CHAIN 3).
## Chain 3:
## Chain 3: Gradient evaluation took 4e-06 seconds
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## SAMPLING FOR MODEL 'b3b790413181941eda24eba029d065d2' NOW (CHAIN 4).
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## Chain 4:## Computing WAIC## Error in .local(fit, data, n, ...) :
## There appear to be no linear models hereprecis(m7)## mean sd 5.5% 94.5% n_eff Rhat4
## mu 0.5987804 0.04251355 0.5300889 0.6662773 1266.837 1.00150313M6. Sometimes the prior and the data (through the likelihood) are in conflict, because they concentrate around different regions of parameter space. What happens in these cases depends a lot upon the shape of the tails of the distributions.202 Likewise, the tails of distributions strongly influence can outliers are shrunk or not towards the mean. I want you to consider four different models to fit to one observation at y = 0. The models differ only in the distributions assigned to the likelihood and prior. Here are the four models:
\[\begin{align} Model \;NN: y &∼ Normal(μ, 1) & Model \;TN: y &∼ Student(2, μ, 1) \\ μ &∼ Normal(10, 1) & μ &∼ Normal(10, 1) \\ Model \;NT: y &∼ Normal(μ, 1) & Model \;TT: y &∼ Student(2, μ, 1) \\ μ &∼ Student(2, 10, 1) & μ &∼ Student(2, 10, 1) \\ \end{align}\]
Estimate the posterior distributions for these models and compare them. Can you explain the results, using the properties of the distributions?
m8 <- map2stan(
alist(
pulled_left ~ dstudent(2, mu , 1),
mu~dnorm(10,1)
),
data = datachimp , chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL '737378d76a2ba5899baef832b2b8ca93' NOW (CHAIN 1).
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## Chain 4:## Computing WAIC## Error in .local(fit, data, n, ...) :
## There appear to be no linear models hereprecis (m8)## mean sd 5.5% 94.5% n_eff Rhat4
## mu 0.6160276 0.0438741 0.5445482 0.6853452 1281.154 1.00133m9 <- map2stan(
alist(
pulled_left ~ dnorm(mu , 1),
mu~dstudent(2,10,1)
),
data = datachimp , chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL '114ad26ae4fe3d1b1272a6059c73c2d4' NOW (CHAIN 1).
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## SAMPLING FOR MODEL '114ad26ae4fe3d1b1272a6059c73c2d4' NOW (CHAIN 2).
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## SAMPLING FOR MODEL '114ad26ae4fe3d1b1272a6059c73c2d4' NOW (CHAIN 3).
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## SAMPLING FOR MODEL '114ad26ae4fe3d1b1272a6059c73c2d4' NOW (CHAIN 4).
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## Chain 4:## Computing WAIC## Error in .local(fit, data, n, ...) :
## There appear to be no linear models hereprecis (m9)## mean sd 5.5% 94.5% n_eff Rhat4
## mu 0.5780046 0.04416231 0.5057402 0.6480734 1147.783 1.001265m10 <- map2stan(
alist(
pulled_left ~ dstudent(2,mu , 1),
mu~dstudent(2,10,1)
),
data = datachimp , chains = 4
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
## SAMPLING FOR MODEL '7c745b4f8f65221bf4f97f63ffeac931' NOW (CHAIN 1).
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## Chain 4:## Computing WAIC## Error in .local(fit, data, n, ...) :
## There appear to be no linear models hereprecis (m10)## mean sd 5.5% 94.5% n_eff Rhat4
## mu 0.6026311 0.0444286 0.5317445 0.6728752 1288.602 1.004192EXTRA CREDIT (10 POINTS)
13H1. In 1980, a typical Bengali woman could have 5 or more children in her lifetime. By the year 2000, a typical Bengali woman had only 2 or 3. You’re going to look at a historical set of data, when contraception was widely available but many families chose not to use it. These data reside in data(bangladesh) and come from the 1988 Bangladesh Fertility Survey. Each row is one of 1934 women. There are six variables, but you can focus on two of them for this practice problem: (1) district: ID number of administrative district each woman resided in (2) use.contraception: An indicator (0/1) of whether the woman was using contraception The first thing to do is ensure that the cluster variable, district, is a contiguous set of integers. Recall that these values will be index values inside the model. If there are gaps, you’ll have parameters for which there is no data to inform them. Worse, the model probably won’t run. Look at the unique values of the district variable:
data(bangladesh)
d <- bangladesh
sort(unique(d$district)) #District 54 is absent. So district isn’t yet a good index variable, because it’s not contiguous. This is easy to fix. Just make a new variable that is contiguous. This is enough to do it:## [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
## [26] 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
## [51] 51 52 53 55 56 57 58 59 60 61d$district_id <- as.integer(as.factor(d$district))
sort(unique(d$district_id)) # Now there are 60 values, contiguous integers 1 to 60. Now, focus on predicting use.contraception, clustered by district_id.## [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
## [26] 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
## [51] 51 52 53 54 55 56 57 58 59 60Fit both (1) a traditional fixed-effects model that uses an index variable for district and (2) a multilevel model with varying intercepts for district. Plot the predicted proportions of women in each district using contraception, for both the fixed-effects model and the varying-effects model. That is, make a plot in which district ID is on the horizontal axis and expected proportion using contraception is on the vertical. Make one plot for each model, or layer them on the same plot, as you prefer. How do the models disagree? Can you explain the pattern of disagreement? In particular, can you explain the most extreme cases of disagreement, both why they happen where they do and why the models reach different inferences?
#creating a list
dfl <- list(uc = d$use.contraception, dis = d$district_id)
#models
#fixed effects model
mfix <- map2stan(
alist(
uc ~ dbinom(1, dst),
logit(dst) <- a_district[dis],
a_district[dis] ~ dnorm(0, 10)
),
data = dfl
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
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## Chain 1:## Computing WAIC#varying intercepts model
mvar <- map2stan(
alist(
uc ~ dbinom(1, dst),
logit(dst) <- x + a_district[dis],
x ~ dnorm(0, 10),
a_district[dis] ~ dnorm(0, 10)
),
data = dfl
)## Trying to compile a simple C file## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/unsupported" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/src/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppParallel/include/" -I"/Library/Frameworks/R.framework/Versions/4.0/Resources/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I/usr/local/include -fPIC -Wall -g -O2 -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:88:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:1: error: unknown type name 'namespace'
## namespace Eigen {
## ^
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:613:16: error: expected ';' after top level declarator
## namespace Eigen {
## ^
## ;
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp:13:
## In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Dense:1:
## /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen/include/Eigen/Core:96:10: fatal error: 'complex' file not found
## #include <complex>
## ^~~~~~~~~
## 3 errors generated.
## make: *** [foo.o] Error 1
##
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## Chain 1:## Warning: The largest R-hat is 1.11, indicating chains have not mixed.
## Running the chains for more iterations may help. See
## http://mc-stan.org/misc/warnings.html#r-hat## Warning: Bulk Effective Samples Size (ESS) is too low, indicating posterior means and medians may be unreliable.
## Running the chains for more iterations may help. See
## http://mc-stan.org/misc/warnings.html#bulk-ess## Warning: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
## Running the chains for more iterations may help. See
## http://mc-stan.org/misc/warnings.html#tail-ess## Computing WAICcompare(mfix, mvar) ## WAIC SE dWAIC dSE pWAIC weight
## mvar 2533.668 33.30467 0.0000000 NA 62.74754 0.5182176
## mfix 2533.814 32.85373 0.1458057 1.5009 62.80121 0.4817824fix2 <- link(mfix, data = dfl)## [ 100 / 1000 ]
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[ 1000 / 1000 ]#mean probabilites for fix2
pfix2 <- apply(fix2, 2, mean)
#mean probabilites for var2
pvar2 <- apply(var2, 2, mean)
#fixed effects plot
plot(pfix2)
#varying intercepts plot
plot(pvar2)
#Models are nearly similar, small variation in fixed estimates. Varying estimates are spread out.