如何使用BRMS进行贝叶斯分析来捕获估计值,WAIC,标准误差和CI

时间:2019-08-12 12:41:35

标签: r simulation logistic-regression bayesian

我正在使用BRMS软件包进行分析以进行贝叶斯分析,并且想要捕获系数,标准误差,可信区间(2.5%,50%和97.5%)

我已经拟合了模型,但是现在我想捕获输出,因为想运行它进行仿真


fit3 <- brm(formula = y ~ x1 +  x2, prior = c(set_prior("normal(0,1000)", class ="b")), chains=3, 
iter=500,warmup=100, thin=2, data = mydata, family = bernoulli, seed=123)````


This is how the output is like

fit3$fit
Inference for Stan model: 08697b2675ef1eaba876413627e71522.
3 chains, each with iter=500; warmup=100; thin=2; 
post-warmup draws per chain=200, total post-warmup draws=600.

              mean se_mean   sd   2.5%    25%    50%    75%  97.5% n_eff Rhat
b_Intercept   6.02    0.42 8.48 -10.31   0.25   5.75  11.52  22.13   416    1
b_x1          1.49    0.04 0.64   0.34   1.03   1.45   1.90   2.70   284    1
b_x2         -0.28    0.01 0.24  -0.76  -0.43  -0.27  -0.12   0.19   420    1
lp__        -81.30    0.07 1.29 -84.56 -81.88 -80.97 -80.35 -79.88   382    1

Samples were drawn using NUTS(diag_e) at Mon Aug 12 14:13:04 2019.
For each parameter, n_eff is a crude measure of effective sample size,
and Rhat is the potential scale reduction factor on split chains (at 
convergence, Rhat=1).

0 个答案:

没有答案