bhm.constr.resamp: Markov Chain Monte Carlo Estimation (Step 2) of the Bayesian...

In mederrRank: Bayesian Methods for Identifying the Most Harmful Medication Errors

Markov Chain Monte Carlo Estimation (Step 2) of the Bayesian Hierarchical Model for Identifying the Most Harmful Medication Errors

Description

This function represents the "constructor" function for the resampling procedure used in this package. bhm.resample calculates the importance ratios, and performs the sampling, and then this function constructs the resampled model based on that information.

Usage

bhm.constr.resamp(model, resample, k, eta)

Arguments

model	an object of class "mederrFit".
resample	an object of class "mederrResample".
k	k (number of degrees of freedom) value to use in the resampling procedure.
eta	\eta (skewing paramter) value to use in the resampling procedure.

Details

Deviations from the normal, i.e. (k = \infty, \eta = 1), random effects distribution using a different pair of k and \eta values are considered. The methodology implemented here is the importance link function resampling approach introduce by MacEachern and Peruggia (2000): based on the (k = \infty, \eta = 1) chain, new posterior samples under a new set of (k, \eta) values is obtained.

Value

bhm.constr.resamp returns an object of the class "mederrFit".

Author(s)

Sergio Venturini [e-mail],

Jessica A. Myers [e-mail]

References

MacEachern, S. and Peruggia, M. (2000), "Importance Link Function Estimation for Markov Chain Monte Carlo Methods", Journal of Computational and Graphical Statistics, 9, 99-121.

Myers, J. A., Venturini, S., Dominici, F. and Morlock, L. (2011), "Random Effects Models for Identifying the Most Harmful Medication Errors in a Large, Voluntary Reporting Database". Technical Report.

See Also

bhm.mcmc, bhm.resample, mederrData, mederrFit.

Examples

## Not run: 
data("simdata", package = "mederrRank")
summary(simdata)

fit <- bhm.mcmc(simdata, nsim = 1000, burnin = 500, scale.factor = 1.1)
resamp <- bhm.resample(fit, simdata, p.resample = .1,
	k = c(3, 6, 10, 30, 60, Inf), eta = c(.5, .8, 1, 1.25, 2))
fit2 <- bhm.constr.resamp(fit, resamp, k = 3, eta = .8)
plot(fit, fit2, simdata)

theta0 <- c(10, 6, 100, 100, .1)
ans <- mixnegbinom.em(simdata, theta0, 50000, 0.01, se = TRUE,
	stratified = TRUE)

summary(fit2, ans, simdata)

## End(Not run)

mederrRank documentation built on Sept. 8, 2023, 5:06 p.m.