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model_parameters.stanreg

Parameters from Bayesian Models


Description

Parameters from Bayesian models.

Usage

## S3 method for class 'data.frame'
model_parameters(
  model,
  centrality = "median",
  dispersion = FALSE,
  ci = 0.89,
  ci_method = "hdi",
  test = c("pd", "rope"),
  rope_range = "default",
  rope_ci = 1,
  verbose = TRUE,
  ...
)

## S3 method for class 'brmsfit'
model_parameters(
  model,
  centrality = "median",
  dispersion = FALSE,
  ci = 0.89,
  ci_method = "hdi",
  test = c("pd", "rope"),
  rope_range = "default",
  rope_ci = 1,
  bf_prior = NULL,
  diagnostic = c("ESS", "Rhat"),
  priors = FALSE,
  effects = "fixed",
  component = "all",
  exponentiate = FALSE,
  standardize = NULL,
  group_level = FALSE,
  verbose = TRUE,
  ...
)

## S3 method for class 'stanreg'
model_parameters(
  model,
  centrality = "median",
  dispersion = FALSE,
  ci = 0.89,
  ci_method = "hdi",
  test = c("pd", "rope"),
  rope_range = "default",
  rope_ci = 1,
  bf_prior = NULL,
  diagnostic = c("ESS", "Rhat"),
  priors = TRUE,
  effects = "fixed",
  exponentiate = FALSE,
  standardize = NULL,
  group_level = FALSE,
  verbose = TRUE,
  ...
)

Arguments

model

Bayesian model (including SEM from blavaan. May also be a data frame with posterior samples.

centrality

The point-estimates (centrality indices) to compute. Character (vector) or list with one or more of these options: "median", "mean", "MAP" or "all".

dispersion

Logical, if TRUE, computes indices of dispersion related to the estimate(s) (SD and MAD for mean and median, respectively).

ci

Credible Interval (CI) level. Default to 0.89 (89%). See ci for further details.

ci_method

The type of index used for Credible Interval. Can be "HDI" (default, see hdi), "ETI" (see eti) or "SI" (see si).

test

The indices of effect existence to compute. Character (vector) or list with one or more of these options: "p_direction" (or "pd"), "rope", "p_map", "equivalence_test" (or "equitest"), "bayesfactor" (or "bf") or "all" to compute all tests. For each "test", the corresponding bayestestR function is called (e.g. rope or p_direction) and its results included in the summary output.

rope_range

ROPE's lower and higher bounds. Should be a list of two values (e.g., c(-0.1, 0.1)) or "default". If "default", the bounds are set to x +- 0.1*SD(response).

rope_ci

The Credible Interval (CI) probability, corresponding to the proportion of HDI, to use for the percentage in ROPE.

verbose

Toggle messages and warnings.

...

Currently not used.

bf_prior

Distribution representing a prior for the computation of Bayes factors / SI. Used if the input is a posterior, otherwise (in the case of models) ignored.

diagnostic

Diagnostic metrics to compute. Character (vector) or list with one or more of these options: "ESS", "Rhat", "MCSE" or "all".

priors

Add the prior used for each parameter.

effects

Should results for fixed effects, random effects or both be returned? Only applies to mixed models. May be abbreviated.

component

Model component for which parameters should be shown. May be one of "conditional", "precision" (betareg), "scale" (ordinal), "extra" (glmx), "marginal" (mfx), "conditional" or "full" (for MuMIn::model.avg()) or "all".

exponentiate

Logical, indicating whether or not to exponentiate the the coefficients (and related confidence intervals). This is typical for, say, logistic regressions, or more generally speaking: for models with log or logit link. Note: standard errors are also transformed (by multiplying the standard errors with the exponentiated coefficients), to mimic behaviour of other software packages, such as Stata. For compare_parameters(), exponentiate = "nongaussian" will only exponentiate coefficients for all models except those from Gaussian family.

standardize

The method used for standardizing the parameters. Can be "refit", "posthoc", "smart", "basic", "pseudo" or NULL (default) for no standardization. See 'Details' in standardize_parameters. Note that robust estimation (i.e. robust=TRUE) of standardized parameters only works when standardize="refit".

group_level

Logical, for multilevel models (i.e. models with random effects) and when effects = "all" or effects = "random", include the parameters for each group level from random effects. If group_level = FALSE (the default), only information on SD and COR are shown.

Value

A data frame of indices related to the model's parameters.

Note

When standardize = "refit", columns diagnostic, bf_prior and priors refer to the original model. If model is a data frame, arguments diagnostic, bf_prior and priors are ignored.

There is also a plot()-method implemented in the see-package.

See Also

standardize_names() to rename columns into a consistent, standardized naming scheme.

Examples

## Not run: 
library(parameters)
if (require("rstanarm")) {
  model <- stan_glm(
    Sepal.Length ~ Petal.Length * Species,
    data = iris, iter = 500, refresh = 0
  )
  model_parameters(model)
}

## End(Not run)

parameters

Processing of Model Parameters

v0.13.0
GPL-3
Authors
Daniel Lüdecke [aut, cre] (<https://orcid.org/0000-0002-8895-3206>, @strengejacke), Dominique Makowski [aut] (<https://orcid.org/0000-0001-5375-9967>), Mattan S. Ben-Shachar [aut] (<https://orcid.org/0000-0002-4287-4801>), Indrajeet Patil [aut] (<https://orcid.org/0000-0003-1995-6531>, @patilindrajeets), Søren Højsgaard [aut], Zen J. Lau [ctb], Vincent Arel-Bundock [ctb] (<https://orcid.org/0000-0003-1995-6531>, @vincentab), Jeffrey Girard [ctb] (<https://orcid.org/0000-0002-7359-3746>, @jeffreymgirard)
Initial release

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