details_linear_reg_stan: Linear regression via Bayesian Methods

details_linear_reg_stanR Documentation

Linear regression via Bayesian Methods


The "stan" engine estimates regression parameters using Bayesian estimation.


For this engine, there is a single mode: regression

Tuning Parameters

This engine has no tuning parameters.

Important engine-specific options

Some relevant arguments that can be passed to set_engine():

  • chains: A positive integer specifying the number of Markov chains. The default is 4.

  • iter: A positive integer specifying the number of iterations for each chain (including warmup). The default is 2000.

  • seed: The seed for random number generation.

  • cores: Number of cores to use when executing the chains in parallel.

  • prior: The prior distribution for the (non-hierarchical) regression coefficients. The "stan" engine does not fit any hierarchical terms. See the "stan_glmer" engine from the multilevelmod package for that type of model.

  • prior_intercept: The prior distribution for the intercept (after centering all predictors).

See rstan::sampling() and rstanarm::priors() for more information on these and other options.

Translation from parsnip to the original package

linear_reg() %>% 
  set_engine("stan") %>% 
## Linear Regression Model Specification (regression)
## Computational engine: stan 
## Model fit template:
## rstanarm::stan_glm(formula = missing_arg(), data = missing_arg(), 
##     weights = missing_arg(), family = stats::gaussian, refresh = 0)

Note that the refresh default prevents logging of the estimation process. Change this value in set_engine() to show the MCMC logs.

Preprocessing requirements

Factor/categorical predictors need to be converted to numeric values (e.g., dummy or indicator variables) for this engine. When using the formula method via fit(), parsnip will convert factor columns to indicators.

Other details

For prediction, the "stan" engine can compute posterior intervals analogous to confidence and prediction intervals. In these instances, the units are the original outcome and when std_error = TRUE, the standard deviation of the posterior distribution (or posterior predictive distribution as appropriate) is returned.

Case weights

This model can utilize case weights during model fitting. To use them, see the documentation in case_weights and the examples on

The fit() and fit_xy() arguments have arguments called case_weights that expect vectors of case weights.


The “Fitting and Predicting with parsnip” article contains examples for linear_reg() with the "stan" engine.


  • McElreath, R. 2020 Statistical Rethinking. CRC Press.

parsnip documentation built on June 24, 2024, 5:14 p.m.