Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/FPTraschpoisson.R
This function generates a posterior density sample for a Rasch Poisson model, using a Finite Polya Tree or a Mixture of Finite Polya Tree prior for the distribution of the random effects.
1 2 3 4 | FPTraschpoisson(y,prior,mcmc,offset,state,status,
grid=seq(-10,10,length=1000),data=sys.frame(sys.parent()),
compute.band=FALSE)
|
y |
a matrix giving the data for which the Rasch Poisson Model is to be fitted. |
prior |
a list giving the prior information. The list includes the following
parameter: |
mcmc |
a list giving the MCMC parameters. The list must include
the following integers: |
offset |
this can be used to specify an a priori known component to be included in the linear predictor during the fitting. |
state |
a list giving the current value of the parameters. This list is used if the current analysis is the continuation of a previous analysis. |
status |
a logical variable indicating whether this run is new ( |
grid |
grid points where the density estimate is evaluated. The default is seq(-10,10,length=1000). |
data |
data frame. |
compute.band |
logical variable indicating whether the confidence band for the density and CDF must be computed. |
This generic function fits a semiparametric Rasch Poisson model as in San Martin et al. (2011), where the linear predictor is modeled as follows:
etaij = thetai - betaj, i=1,…,n, j=1,…,k
thetai | G ~ G
G | alpha,mu,sigma2 ~ FPT^M(Pi^{mu,sigma2},\textit{A})
where, the the PT is centered around a N(mu,sigma2) distribution, by taking each m level of the partition Pi^{mu,sigma2} to coincide with the k/2^m, k=0,…,2^m quantile of the N(mu,sigma2) distribution. The family \textit{A}={alphae: e \in E^{*}}, where E^{*}=\bigcup_{m=0}^{+infty} E^m and E^m is the m-fold product of E=\{0,1\}, was specified as alpha{e1 … em}=α m^2.
To complete the model specification, independent hyperpriors are assumed,
alpha | a0, b0 ~ Gamma(a0,b0)
beta | beta0, Sbeta0 ~ N(beta0,Sbeta0)
mu | mub, Sb ~ N(mub,Sb)
sigma^-2 | tau1, tau2 ~ Gamma(tau1/2,tau2/2)
Each of the parameters of the baseline distribution, mu and sigma can be considered as random or fixed at some particular value. In the first case, a Mixture of Polya Trees Process is considered as a prior for the distribution of the random effects. To let sigma2 to be fixed at a particular value, set tau1 to NULL in the prior specification. To let mu to be fixed at a particular value, set mub to NULL in the prior specification.
In the computational implementation of the model, a Metropolis-Hastings step is used to sample the full conditional of the difficulty parameters. The full conditionals for abilities and PT parameters are sampled using slice sampling. We refer to Jara, Hanson and Lesaffre (2009) for more details and for the description regarding sampling functionals of PTs.
An object of class FPTraschpoisson
representing the Rasch Poisson
model fit. Generic functions such as print
, plot
,
and summary
have methods to show the results of the fit. The results include
beta
, mu
, sigma2
, and the precision parameter
alpha
.
The function DPrandom
can be used to extract the posterior mean of the
random effects.
The list state
in the output object contains the current value of the parameters
necessary to restart the analysis. If you want to specify different starting values
to run multiple chains set status=TRUE
and create the list state based on
this starting values. In this case the list state
must include the following objects:
alpha |
giving the value of the precision parameter. |
b |
a vector of dimension nsubjects giving the value of the random effects for each subject. |
beta |
giving the value of the difficulty parameters. |
mu |
giving the mean of the normal baseline distributions. |
sigma2 |
giving the variance of the normal baseline distributions. |
Alejandro Jara <atjara@uc.cl>
Hanson, T., Johnson, W. (2002) Modeling regression error with a Mixture of Polya Trees. Journal of the American Statistical Association, 97: 1020 - 1033.
Jara, A., Hanson, T., Lesaffre, E. (2009) Robustifying Generalized Linear Mixed Models using a New Class of Mixture of Multivariate Polya Trees. Journal of Computational and Graphical Statistics, 18(4): 838-860.
Lavine, M. (1992) Some aspects of Polya tree distributions for statistical modelling. The Annals of Statistics, 20: 1222-11235.
Lavine, M. (1994) More aspects of Polya tree distributions for statistical modelling. The Annals of Statistics, 22: 1161-1176.
San Martin, E., Jara, A., Rolin, J.-M., and Mouchart, M. (2011) On the Bayesian nonparametric generalization of IRT-type models. Psychometrika (To appear).
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 | ## Not run:
####################################
# A simulated Data Set
####################################
nsubject <- 200
nitem <- 10
y <- matrix(0,nrow=nsubject,ncol=nitem)
ind <- rbinom(nsubject,1,0.5)
theta <- ind*rnorm(nsubject,1,0.25)+(1-ind)*rnorm(nsubject,3,0.25)
beta <- c(0,seq(-1,1,length=nitem-1))
true.density <- function(grid)
{
0.5*dnorm(grid,1,0.25)+0.5*dnorm(grid,3,0.25)
}
for(i in 1:nsubject)
{
for(j in 1:nitem)
{
eta<-theta[i]-beta[j]
mean<-exp(eta)
y[i,j]<-rpois(1,mean)
}
}
# Prior information
beta0 <- rep(0,nitem-1)
Sbeta0 <- diag(1000,nitem-1)
prior <- list(alpha=1,
tau1=6.01,
tau2=2.01,
mub=0,
Sb=100,
beta0=beta0,
Sbeta0=Sbeta0,
M=5)
# Initial state
state <- NULL
# MCMC parameters
nburn <- 5000
nsave <- 5000
nskip <- 0
ndisplay <- 100
mcmc <- list(nburn=nburn,
nsave=nsave,
nskip=nskip,
ndisplay=ndisplay)
# Fit the model
fit1 <- FPTraschpoisson(y=y,prior=prior,mcmc=mcmc,
state=state,status=TRUE,
grid=seq(-1,5,0.01),
compute.band=TRUE)
# Density estimate (along with HPD band) and truth
plot(fit1$grid,fit1$dens.u,lwd=2,col="blue",type="l",lty=2,
xlab=expression(theta),ylab="density")
lines(fit1$grid,fit1$dens,lwd=2,col="blue")
lines(fit1$grid,fit1$dens.l,lwd=2,col="blue",lty=2)
lines(fit1$grid,true.density(fit1$grid),col="red")
# Summary with HPD and Credibility intervals
summary(fit1)
summary(fit1,hpd=FALSE)
# Plot model parameters
# (to see the plots gradually set ask=TRUE)
plot(fit1,ask=FALSE)
plot(fit1,ask=FALSE,nfigr=2,nfigc=2)
# Extract random effects
DPrandom(fit1)
plot(DPrandom(fit1))
DPcaterpillar(DPrandom(fit1))
## End(Not run)
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