Priors specificate de utilizator

Modelare de regresie bayesiană cu rstanarm

Jake Thompson

Psychometrician, ATLAS, University of Kansas

De ce să schimbăm prior-ul implicit?

Motive întemeiate pentru a presupune o valoare a parametrului
Constrângeri asupra parametrului

Specificarea unui 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)
)

Specificarea unui 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)
)

Specificarea unui prior

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

Multe tipuri de priors
- normal()
- exponential()
- student_t()
- cauchy()
?priors

Priors plate

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

Să exersăm!

Modelare de regresie bayesiană cu rstanarm