stan-dev / stan-dev/rstanarm

Include MAD_SD of random parameters in `mod$ses`?

Open
#633 5 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
R
Stars
401
Forks
136
PR merge metrics
No merged PRs in 30d

Description

Summary:

I'm trying to easily get the MAD_SD for the random parameters of my model, but they seem to be missing from the ses list of the model for at least stan_glmer. Could they be added? It seems like the fixed effects and random values are included... This is related to https://github.com/bbolker/broom.mixed/issues/156#issue-2662483581

Reproducible Steps:
library(rstanarm)
#> Loading required package: Rcpp
#> This is rstanarm version 2.32.1
#> - See https://mc-stan.org/rstanarm/articles/priors for changes to default priors!
#> - Default priors may change, so it's safest to specify priors, even if equivalent to the defaults.
#> - For execution on a local, multicore CPU with excess RAM we recommend calling
#>   options(mc.cores = parallel::detectCores())
fit <- stan_glmer(mpg ~ wt + (1|cyl) + (1+wt|gear), data = mtcars,
                  iter = 500, chains = 2)
#> 
#> SAMPLING FOR MODEL 'continuous' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 4e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.4 seconds.
#> Chain 1: Adjust your expectations accordingly!
#> Chain 1: 
#> Chain 1: 
#> Chain 1: Iteration:   1 / 500 [  0%]  (Warmup)
#> Chain 1: Iteration:  50 / 500 [ 10%]  (Warmup)
#> Chain 1: Iteration: 100 / 500 [ 20%]  (Warmup)
#> Chain 1: Iteration: 150 / 500 [ 30%]  (Warmup)
#> Chain 1: Iteration: 200 / 500 [ 40%]  (Warmup)
#> Chain 1: Iteration: 250 / 500 [ 50%]  (Warmup)
#> Chain 1: Iteration: 251 / 500 [ 50%]  (Sampling)
#> Chain 1: Iteration: 300 / 500 [ 60%]  (Sampling)
#> Chain 1: Iteration: 350 / 500 [ 70%]  (Sampling)
#> Chain 1: Iteration: 400 / 500 [ 80%]  (Sampling)
#> Chain 1: Iteration: 450 / 500 [ 90%]  (Sampling)
#> Chain 1: Iteration: 500 / 500 [100%]  (Sampling)
#> Chain 1: 
#> Chain 1:  Elapsed Time: 0.402 seconds (Warm-up)
#> Chain 1:                0.212 seconds (Sampling)
#> Chain 1:                0.614 seconds (Total)
#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'continuous' NOW (CHAIN 2).
#> Chain 2: 
#> Chain 2: Gradient evaluation took 1.7e-05 seconds
#> Chain 2: 1000 transitions using 10 leapfrog steps per transition would take 0.17 seconds.
#> Chain 2: Adjust your expectations accordingly!
#> Chain 2: 
#> Chain 2: 
#> Chain 2: Iteration:   1 / 500 [  0%]  (Warmup)
#> Chain 2: Iteration:  50 / 500 [ 10%]  (Warmup)
#> Chain 2: Iteration: 100 / 500 [ 20%]  (Warmup)
#> Chain 2: Iteration: 150 / 500 [ 30%]  (Warmup)
#> Chain 2: Iteration: 200 / 500 [ 40%]  (Warmup)
#> Chain 2: Iteration: 250 / 500 [ 50%]  (Warmup)
#> Chain 2: Iteration: 251 / 500 [ 50%]  (Sampling)
#> Chain 2: Iteration: 300 / 500 [ 60%]  (Sampling)
#> Chain 2: Iteration: 350 / 500 [ 70%]  (Sampling)
#> Chain 2: Iteration: 400 / 500 [ 80%]  (Sampling)
#> Chain 2: Iteration: 450 / 500 [ 90%]  (Sampling)
#> Chain 2: Iteration: 500 / 500 [100%]  (Sampling)
#> Chain 2: 
#> Chain 2:  Elapsed Time: 0.308 seconds (Warm-up)
#> Chain 2:                0.135 seconds (Sampling)
#> Chain 2:                0.443 seconds (Total)
#> Chain 2:
#> Warning: There were 1 divergent transitions after warmup. See
#> https://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
#> to find out why this is a problem and how to eliminate them.
#> Warning: Examine the pairs() plot to diagnose sampling problems
#> 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
#> https://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
#> https://mc-stan.org/misc/warnings.html#tail-ess
fit$ses
#>           (Intercept)                    wt  b[(Intercept) cyl:4] 
#>             3.1357937             0.9469535             2.0728322 
#>  b[(Intercept) cyl:6]  b[(Intercept) cyl:8] b[(Intercept) gear:3] 
#>             1.4681377             1.9467202             0.3974553 
#>          b[wt gear:3] b[(Intercept) gear:4]          b[wt gear:4] 
#>             0.2688166             0.3394349             0.2915114 
#> b[(Intercept) gear:5]          b[wt gear:5] 
#>             0.3644062             0.2846547

Created on 2024-11-15 with reprex v2.1.1

RStanARM Version:

The version of the rstanarm package you are running (e.g., from packageVersion("rstanarm")): ‘2.32.1’

R Version:

The version of R you are running (e.g., from getRversion()): ‘4.4.1’

Operating System:

Your operating system (e.g., OS X 10.11.3): Ubuntu 22.04

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue centers on stan_glmer output exposed through fit$ses; start by tracing how the ses values are assembled for fixed and random parameters. Confirm how random-parameter MAD_SD values are represented, then verify that fit$ses includes them consistently for the reproducible model shown in the issue.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.