bayestestR: check_prior – R documentation

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check_prior

Check if Prior is Informative

Description

Performs a simple test to check whether the prior is informative to the posterior. This idea, and the accompanying heuristics, were discussed in this blogpost.

Usage

check_prior(model, method = "gelman", simulate_priors = TRUE, ...)

Arguments

`model`	A `stanreg`, `stanfit`, or `brmsfit` object.
`method`	Can be `"gelman"` or `"lakeland"`. For the `"gelman"` method, if the SD of the posterior is more than 0.1 times the SD of the prior, then the prior is considered as informative. For the `"lakeland"` method, the prior is considered as informative if the posterior falls within the 95% HDI of the prior.
`simulate_priors`	Should prior distributions be simulated using `simulate_prior` (default; faster) or sampled via `unupdate` (slower, more accurate).
`...`	Currently not used.

Value

A data frame with two columns: The parameter names and the quality of the prior (which might be "informative", "uninformative") or "not determinable" if the prior distribution could not be determined).

References

https://statmodeling.stat.columbia.edu/2019/08/10/

Examples

## Not run: 
library(bayestestR)
if (require("rstanarm")) {
  model <- stan_glm(mpg ~ wt + am, data = mtcars, chains = 1, refresh = 0)
  check_prior(model, method = "gelman")
  check_prior(model, method = "lakeland")

  # An extreme example where both methods diverge:
  model <- stan_glm(mpg ~ wt,
    data = mtcars[1:3, ],
    prior = normal(-3.3, 1, FALSE),
    prior_intercept = normal(0, 1000, FALSE),
    refresh = 0
  )
  check_prior(model, method = "gelman")
  check_prior(model, method = "lakeland")
  plot(si(model)) # can provide visual confirmation to the Lakeland method
}

## End(Not run)

bayestestR

Understand and Describe Bayesian Models and Posterior Distributions

v0.10.0

GPL-3

Authors

Dominique Makowski [aut, cre] (<https://orcid.org/0000-0001-5375-9967>, @Dom_Makowski), Daniel Lüdecke [aut] (<https://orcid.org/0000-0002-8895-3206>, @strengejacke), Mattan S. Ben-Shachar [aut] (<https://orcid.org/0000-0002-4287-4801>, @mattansb), Indrajeet Patil [aut] (<https://orcid.org/0000-0003-1995-6531>, @patilindrajeets), Michael D. Wilson [aut] (<https://orcid.org/0000-0003-4143-7308>), Paul-Christian Bürkner [rev], Tristan Mahr [rev] (<https://orcid.org/0000-0002-8890-5116>), Henrik Singmann [ctb] (<https://orcid.org/0000-0002-4842-3657>), Quentin F. Gronau [ctb] (<https://orcid.org/0000-0001-5510-6943>), Sam Crawley [ctb] (<https://orcid.org/0000-0002-7847-0411>)

Initial release