Request: flexible residual covariance structures
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- Dominant language
- R
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Description
Summary:
It would be great if rstanarm supported more advanced structures for the covariance matrix of the residuals.
Description:
I use Bayesian longitudinal models for clinical trial data analysis, usually MMRM and GLIMMIX. The norm in the open source world seems to be to express longitudinality through subject-specific random effects, and rstanarm is already capable of this. But for better or worse, all my stats colleagues are opposed to this approach. They believe this is not a true longitudinal model and that random effects would incur overparameterization issues anyway. This stance seems to be widespread in pharma. So I am required to avoid random effects and make the residual covariance block-diagonal, where the (common) block is fully parameterized (i.e. unstructured). Would you be open to allowing these covariances in stan_glm() and stan_glmer()? Currently, rstanarm is limited to $\sigma^2 I$, so I have to use MCMCglmm, which does not have as convenient an interface.
Reproducible Steps:
N/A
RStanARM Version:
2.12.1
R Version:
4.0.2
Operating System:
Mac OS 10
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First steps
- Read the whole issue, then the project's contributing guide.
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- Fork the repository and make your change on a branch.
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Research direction
Start by reading the stan_glm() and stan_glmer() entry points and trace how residual covariance is currently represented. Define the supported flexible covariance structures and their expected behavior for Bayesian longitudinal models; done means both interfaces support the requested residual covariance options with validated behavior.
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Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100