search for: gelman

Hi, A question. When I run gelman.diag and gelman.plot with mcmc lists obtained from MCMCregress, the results are following. > post.R <- MCMCregress(Size~Age+Status, data = data, burnin = 5000, mcmc = 100000, + thin = 10, verbose = FALSE, beta.start = NA, sigma2.start = NA, + b0 = 0, B0 = 0, nu = 0.001, del...

...would be convenient to be able to flt in lmer() as well to check. Andrew --- Reference: Witte, J. S., Greenland, S., Hale, R. W., and Bird, C. L. (1994). Hierarchical regression analysis applied to a study of multiple dietary exposures and breast cancer. Epidemiology 5, 612-621. -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Statistics department office: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Political Science department office: International Affairs...

...in two steps: expr <- 'glm (y ~ sex + I(age^2), data=test, family=binomial(link="logit"), subset=age<1)' Given "expr", defined above, how can I evaluate it? I played around with eval() and as.expression() but can't figure it out. Thanks. Andrew -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Statistics department office: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Political Science department office: International Affairs...

Dear Friends, I am trying to use the gelman-rubin convergence test. I generated a matrix samp[10,000x86] with the gibbs sampler. the test requires the creation of "mcmc" objects. Since I don't know how to define samp as a "mcmc" object, I tried to create one mcmc object by means of the mcmc() function. With this funct...

...nction, and go from there. Does anyone know an easy way to pull out the variables? I basically have to parse out the symbols "+", ":", "*", and " ", but there's also the problem of handling parentheses and the I() operator. Thanks! Andrew -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Statistics department office: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Political Science department office: International Affairs...

...library("Matrix") Error in importIntoEnv(impenv, impnames, ns, impvars) : object 'Logic' is not exported by 'namespace:methods' Error: package/namespace load failed for 'Matrix' > I hadn't had this probldem before; any thoughts? Andrew -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science Columbia University, New York gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Office hours spring 2006: to be announced Statistics department office: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016...

Hi, I am trying to recreate the right graph on page 524 of Gelman's 2006 paper "Prior distributions for variance parameters in hierarchical models" in Bayesian Analysis, 3, 515-533. I am only interested, however, in recreating the portion of the graph for the overlain prior density for the half-Cauchy with scale 25 and not the posterior distribu...

There are some interesting comments re Paul Murrell's new book, R, & SAS on Andrew Gelman's blog: http://www.stat.columbia.edu/~cook/movabletype/archives/2005/04/a_new_book_on_r.html -- Tony Plate

Dear, I'm trying to run diagnostics on MCMC analysis (fitting a log-linear model to rates data). I'm getting an error message when trying Gelman-Rubin shrink factor plot: >gelman.plot(out) Error in chol.default(W) : the leading minor of order 2 is not positive definite I take it that somewhere, somehow a matrix is singular, but how can that be remedied? My code: library(rjags) #------------JAGS MODEL3 CODE-------------# data {...

...data=mydat, burnin=500, mcmc=5500, seed=1234, thin=5) res2 = MCMClogit(y~x,b0=1,B0=0.01,data=mydat, burnin=500, mcmc=5500, seed=5678, thin=5) res3 = MCMClogit(y~x,b0=5,B0=0.0001,data=mydat, burnin=500, mcmc=5500, seed=91011, thin=5) Each result produces an object of class mcmc. In order to use the Gelman-Rubin diagnostic test via coda, I need to "combine" these 3 mcmc objects appropriately. I thought that this would be possible using as.mcmc.list() as the function description says: The function ‘mcmc.list’ is used to represent parallel runs of the same chain, with different starting valu...

...+ (1 | state.id), family=binomial(link="logit")) -- All help appreciated. This is for our book on regression and multilevel models, and it would be great if people could get started fitting these models in R before having to do the more elaborate modeling in Bugs. Andrew -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Tues, Wed, Thurs: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Mon, Fri: International Affairs Bldg (Amsterdam Ave at 118 St), Room...

Dear friends, I run the Gelman-Rubin Convergence test for a MCMC object I have and I got the following result Multivariate psrf 1.07+0i, What does this mean? I guess (if I am not mistaken) that I should get a psrf close to 1.00 but what is 1.07+0i? Is that convergence or something else? Jorge [[alternative HTML version dele...

...ihood in R and optimize using optim(), but an R version (if it's already been written by somebody) would be convenient, especially for teaching purposes. I couldn't find the Student-t as one of the families in "glm" but maybe it's somewhere else? Thanks. Andrew -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Tues, Wed, Thurs: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Mon, Fri: International Affairs Bldg (Amsterdam Ave at 118 St), Room...

I am using -mice- for multiple imputation and would like to use the gelman diagnostic in -coda- to assess the convergence of my imputations. However, gelman.diag requires an mcmc list as input. van Buuren and Groothuis-Oudshoorn (2011) recommend running mice step-by-step to assess convergence (e.g. imp2 <- mice.mids(imp1, maxit = 3, print = FALSE) ) but this create...

Greetings: I'm going to encourage some students to try Bayesian ideas for hierarchical models. I want to run the WinBUGS and R examples in Tony Lancaster's An Introduction to Modern Bayesian Econometrics. That features MS Windows and "bugs" from R2WinBUGS. Today, I want to ask how people are doing this in Linux? I have found a plethora of possibilities, some of which are not

Dear R users, I've found bugs.R : the functions for running WinBUGs from R that is writen by Dr. Andrew Gelman who is a professor from Columbia University. The bugs.R would be very useful for me, and I think many of you know it as well. I followed the instuctions on Dr. Gelman's web to install all of documents that bugs.R needs, but when I try to run the school example the web posted in R, I got an err...

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 While I'm not an R expert, I have used R on Windows XP. Now I've moved to Ubuntu (Intrepid), and I'm trying to configure R to work with the Gelman and Hill _Data Analysis Using Regression and Multilevel/Hierarchical Models_. So far, it's not working. I start by following the instructions for installing arm and BRugs at <http://www.stat.columbia.edu/~gelman/bugsR/>. At first, it kept failing, but I kept installing more Ubuntu pack...

Dear R users, I followed the instuctions on Dr. Gelman's web to install all of documents that bugs.R needs, but when I try to run the school example that the web posted in R, I got an error: couldn't find function "bugs", what's wrong? Thanks, Jia

...se coef() which seems intended for this purpose. OK, then I tried adding a predictor and it worked fine: x <- rnorm (n) fit.2 <- lmer (y ~ 1 + x + (1 | group.id)) summary (fit.2) coef (fit.2) -- Am I doing something stupid here or is it actually a (minor) bug? Thanks Andrew -- Andrew Gelman Professor, Department of Statistics Professor, Department of Political Science gelman at stat.columbia.edu www.stat.columbia.edu/~gelman Tues, Wed, Thurs: Social Work Bldg (Amsterdam Ave at 122 St), Room 1016 212-851-2142 Mon, Fri: International Affairs Bldg (Amsterdam Ave at 118 St), Room...

I'm working with Andrew Gelman on a book project and we're having some difficulties getting coef() to work in some lmer() calls. Some versions of the model work and some do not. For example, this works (in that we can run the model and do coef() from the output): R2 <- lmer(y2 ~ factor(z.inc) + z.st.inc.full + z.st.rel...