Run the same brms model on multiple datasets
Run the same brms model on multiple datasets and then combine the results into one fitted model object. This is useful in particular for multiple missing value imputation, where the same model is fitted on multiple imputed data sets. Models can be run in parallel using the future package.
brm_multiple( formula, data, family = gaussian(), prior = NULL, data2 = NULL, autocor = NULL, cov_ranef = NULL, sample_prior = c("no", "yes", "only"), sparse = NULL, knots = NULL, stanvars = NULL, stan_funs = NULL, silent = 1, recompile = FALSE, combine = TRUE, fit = NA, seed = NA, file = NULL, file_refit = "never", ... )
formula |
An object of class |
data |
A list of data.frames each of which will be used to fit a
separate model. Alternatively, a |
family |
A description of the response distribution and link function to
be used in the model. This can be a family function, a call to a family
function or a character string naming the family. Every family function has
a |
prior |
One or more |
data2 |
A list of named lists each of which will be used to fit a
separate model. Each of the named lists contains objects representing data
which cannot be passed via argument |
autocor |
(Deprecated) An optional |
cov_ranef |
(Deprecated) A list of matrices that are proportional to the
(within) covariance structure of the group-level effects. The names of the
matrices should correspond to columns in |
sample_prior |
Indicate if samples from priors should be drawn
additionally to the posterior samples. Options are |
sparse |
(Deprecated) Logical; indicates whether the population-level
design matrices should be treated as sparse (defaults to |
knots |
Optional list containing user specified knot values to be used
for basis construction of smoothing terms. See
|
stanvars |
An optional |
stan_funs |
(Deprecated) An optional character string containing
self-defined Stan functions, which will be included in the functions
block of the generated Stan code. It is now recommended to use the
|
silent |
Verbosity level between |
recompile |
Logical, indicating whether the Stan model should be
recompiled for every imputed data set. Defaults to |
combine |
Logical; Indicates if the fitted models should be combined
into a single fitted model object via |
fit |
An instance of S3 class |
seed |
The seed for random number generation to make results
reproducible. If |
file |
Either |
file_refit |
Modifies when the fit stored via the |
... |
Further arguments passed to |
The combined model may issue false positive convergence warnings, as
the MCMC chains corresponding to different datasets may not necessarily
overlap, even if each of the original models did converge. To find out
whether each of the original models converged, investigate
fit$rhats
, where fit
denotes the output of
brm_multiple
.
If combine = TRUE
a brmsfit_multiple
object, which
inherits from class brmsfit
and behaves essentially the same. If
combine = FALSE
a list of brmsfit
objects.
Paul-Christian Buerkner paul.buerkner@gmail.com
## Not run: library(mice) imp <- mice(nhanes2) # fit the model using mice and lm fit_imp1 <- with(lm(bmi ~ age + hyp + chl), data = imp) summary(pool(fit_imp1)) # fit the model using brms fit_imp2 <- brm_multiple(bmi ~ age + hyp + chl, data = imp, chains = 1) summary(fit_imp2) plot(fit_imp2, pars = "^b_") # investigate convergence of the original models fit_imp2$rhats # use the future package for parallelization library(future) plan(multiprocess) fit_imp3 <- brm_multiple(bmi~age+hyp+chl, data = imp, chains = 1) summary(fit_imp3) ## End(Not run)
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