posterior_average.brmsfit: Posterior draws of parameters averaged across models

In brms: Bayesian Regression Models using 'Stan'

Posterior draws of parameters averaged across models

Description

Extract posterior draws of parameters averaged across models. Weighting can be done in various ways, for instance using Akaike weights based on information criteria or marginal likelihoods.

Usage

## S3 method for class 'brmsfit'
posterior_average(
  x,
  ...,
  variable = NULL,
  pars = NULL,
  weights = "stacking",
  ndraws = NULL,
  nsamples = NULL,
  missing = NULL,
  model_names = NULL,
  control = list(),
  seed = NULL
)

posterior_average(x, ...)

Arguments

x	A brmsfit object.
...	More brmsfit objects or further arguments passed to the underlying post-processing functions. In particular, see prepare_predictions for further supported arguments.
variable	Names of variables (parameters) for which to average across models. Only those variables can be averaged that appear in every model. Defaults to all overlapping variables.
pars	Deprecated alias of variable.
weights	Name of the criterion to compute weights from. Should be one of "loo", "waic", "kfold", "stacking" (current default), "bma", or "pseudobma". For the former three options, Akaike weights will be computed based on the information criterion values returned by the respective methods. For "stacking" and "pseudobma", method loo_model_weights will be used to obtain weights. For "bma", method post_prob will be used to compute Bayesian model averaging weights based on log marginal likelihood values (make sure to specify reasonable priors in this case). For some methods, weights may also be a numeric vector of pre-specified weights.
ndraws	Total number of posterior draws to use.
nsamples	Deprecated alias of ndraws.
missing	An optional numeric value or a named list of numeric values to use if a model does not contain a variable for which posterior draws should be averaged. Defaults to NULL, in which case only those variables can be averaged that are present in all of the models.
model_names	If NULL (the default) will use model names derived from deparsing the call. Otherwise will use the passed values as model names.
control	Optional list of further arguments passed to the function specified in weights.
seed	A single numeric value passed to set.seed to make results reproducible.

Details

Weights are computed with the model_weights method.

Value

A data.frame of posterior draws.

See Also

model_weights, pp_average

Examples

## Not run: 
# model with 'treat' as predictor
fit1 <- brm(rating ~ treat + period + carry, data = inhaler)
summary(fit1)

# model without 'treat' as predictor
fit2 <- brm(rating ~ period + carry, data = inhaler)
summary(fit2)

# compute model-averaged posteriors of overlapping parameters
posterior_average(fit1, fit2, weights = "waic")

## End(Not run)

brms documentation built on Sept. 23, 2024, 5:08 p.m.