Prior yang Ditentukan Pengguna

Pemodelan Regresi Bayesian dengan rstanarm

Jake Thompson

Psychometrician, ATLAS, University of Kansas

Mengapa mengubah prior bawaan?

Alasan kuat bahwa parameter bernilai tertentu
Kendala pada parameter

Menentukan prior

stan_model <- stan_glm(kid_score ~ mom_iq, data = kidiq,
  prior_intercept = normal(location = 0, scale = 10),
  prior = normal(location = 0, scale = 2.5),
  prior_aux = exponential(rate = 1)
)

Menentukan prior

stan_model <- stan_glm(kid_score ~ mom_iq, data = kidiq,
  prior_intercept = normal(location = 0, scale = 10, autoscale = FALSE),
  prior = normal(location = 0, scale = 2.5, autoscale = FALSE),
  prior_aux = exponential(rate = 1, autoscale = FALSE)
)

Menentukan prior

stan_model <- stan_glm(kid_score ~ mom_iq, data = kidiq,
  prior_intercept = normal(location = 3, scale = 2),
  prior = cauchy(location = 0, scale = 1))

Banyak jenis prior
- normal()
- exponential()
- student_t()
- cauchy()
?priors

Prior datar

stan_model <- stan_glm(kid_score ~ mom_iq, data = kidiq,
  prior_intercept = NULL,
  prior = NULL,
  prior_aux = NULL)
prior_summary(stan_model)

Priors for model 'stan_model' 
 ------
Intercept (after predictors centered)
 ~ flat

Coefficients
 ~ flat

Auxiliary (sigma)
 ~ flat
 ------
See help('prior_summary.stanreg') for more details

Ayo berlatih!

Pemodelan Regresi Bayesian dengan rstanarm