blrm: Bayesian Binary and Ordinal Logistic Regression

View source: R/blrm.r

blrmR Documentation

Bayesian Binary and Ordinal Logistic Regression


Uses rstan with pre-compiled Stan code to get posterior draws of parameters from a binary logistic or proportional odds semiparametric ordinal logistic model. The Stan code internally using the qr decompositon on the design matrix so that highly collinear columns of the matrix do not hinder the posterior sampling. The parameters are transformed back to the original scale before returning results to R. Design matrix columns are centered before running Stan, so Stan diagnostic output will have the intercept terms shifted but the results of blrm() for intercepts are for the original uncentered data. The only prior distributions for regression betas are normal with mean zero, and the vector of prior standard deviations is given in priorsd. These priors are for the qr-projected design matrix elements, except that the very last element is not changed. So if one has a single non-interactive linear or binary variable for which a skeptical prior is designed, put that variable last in the model.


  ppo = NULL,
  cppo = NULL,
  keepsep = NULL,
  data = environment(formula),
  na.action = na.delete,
  priorsd = rep(100, p),
  priorsdppo = rep(100, pppo),
  iprior = 0,
  conc = 1/(0.8 + 0.35 * max(k, 3)),
  ascale = 1,
  psigma = 1,
  rsdmean = if (psigma == 1) 0 else 1,
  rsdsd = 1,
  normcppo = TRUE,
  iter = 2000,
  chains = 4,
  refresh = 0,
  progress = if (refresh > 0) "stan-progress.txt" else "",
  x = TRUE,
  y = TRUE,
  loo = n <= 1000,
  ppairs = NULL,
  method = c("both", "sampling", "optimizing"),
  inito = if (length(ppo)) 0 else "random",
  inits = inito,
  standata = FALSE,
  file = NULL,
  debug = FALSE,



a R formula object that can use rms package enhancements such as the restricted interaction operator


formula specifying the model predictors for which proportional odds is not assumed


a function that if present causes a constrained partial PO model to be fit. The function specifies the values in the Gamma vector in Peterson and Harrell (1990) equation (6). To make posterior sampling better behaved, the function should be scaled and centered. This is done by wrapping cppo in a function that scales the cppo result before return the vector value. See the normcco argument for how to prevent this. The default normalization is based on the mean and standard deviation of the function values over the distribution of observed Y. For getting predicted values and estimates post-blrm(), cppo must not reference any functions that are not available at such later times.


a single character string containing a regular expression applied to design matrix column names, specifying which columns are not to be QR-orthonormalized, so that priors for those columns apply to the original parameters. This is useful for treatment and treatment interaction terms. For example keepsep='treat' will keep separate all design matrix columns containing 'treat' in their names. Some characters such as the caret used in polynomial regression terms will need to be escaped by a double backslash.


a data frame; defaults to using objects from the calling environment


a logical vector or integer subscript vector specifying which subset of data whould be used


default is na.delete to remove missings and report on them


vector of prior standard deviations. If the vector is shorter than the number of model parameters, it will be repeated until the length equals the number of parametertimes.


vector of prior standard deviations for non-proportional odds parameters. As with priorsd the last element is the only one for which the SD corresponds to the original data scale.


specifies whether to use a Dirichlet distribution for the cell probabilities, which induce a more complex prior distribution for the intercepts (iprior=0, the default), non-informative priors (iprior=1) directly on the intercept parameters, or to directly use a t-distribution with 3 d.f. and scale parameter ascale (iprior=2).


the Dirichlet distribution concentration parameter for the prior distribution of cell probabilities at covariate means. The default is the reciprocal of 0.8 + 0.35 max(k, 3) where k is the number of Y categories. The default is chosen to make the posterior mean of the intercepts more closely match the MLE. For optimizing, the concentration parameter is always 1.0 to obtain results very close to the MLE for providing the posterior mode.


scale parameter for the t-distribution for priors for the intercepts if iprior=2, defaulting to 1.0


defaults to 1 for a half-t distribution with 4 d.f., location parameter rsdmean and scale parameter rsdsd. Set psigma=2 to use the exponential distribution.


the assumed mean of the prior distribution of the standard deviation of random effects. When psigma=2 this is the mean of an exponential distribution and defaults to 1. When psigma=1 this is the mean of the half-t distribution and defaults to zero.


applies only to psigma=1 and is the scale parameter for the half t distribution for the SD of random effects, defaulting to 1.


set to FALSE to leave the cppo function as-is without automatically centering and scaling the result


number of posterior samples per chain for rstan::sampling() to run


number of separate chains to run


see rstan::sampling(). The default is 0, indicating that no progress notes are output. If refresh > 0 and progress is not '', progress output will be appended to file progress. The default file name is 'stan-progress.txt'.


see refresh. Defaults to '' if refresh = 0. Note: If running interactively but not under RStudio, rstan will open a browser window for monitoring progress.


set to FALSE to not store the design matrix in the fit. x=TRUE is needed if running blrmStats for example.


set to FALSE to not store the response variable in the fit


set to FALSE to not run loo and store its result as object loo in the returned object. loo defaults to FALSE if the sample size is greater than 1000, as loo requires the per-observation likelihood components, which creates a matrix N times the number of posterior draws.


set to a file name to run rstan pairs and store the resulting png plot there. Set to TRUE instead to directly plot these diagnostics. The default is not to run pairs.


set to 'optimizing' to run the Stan optimizer and not do posterior sampling, 'both' (the default) to run both the optimizer and posterior sampling, or 'sampling' to run only the posterior sampling and not compute posterior modes. Running optimizing is a way to obtain maximum likelihood estimates and allows one to quickly study the effect of changing the prior distributions. When method='optimizing' is used the result returned is not a standard blrm() object but is instead the parameter estimates, -2 log likelihood, and optionally the Hession matrix (if you specify hessian=TRUE in ...). When method='both' is used, rstan::sampling() and rstan::optimizing() are both run, and parameter estimates (posterior modes) from optimizing are stored in a matrix param in the fit object, which also contains the posterior means and medians, and other results from optimizing are stored in object opt in the blrm() fit object. When random effects are present, method is automatically set to 'sampling' as maximum likelihood estimates without marginalizing over the random effects do not make sense.


intial value for optimization. The default is the rstan default 'random'. Frequently specifying init=0 will benefit when the number of distinct Y categories grows or when using ppo hence 0 is the default for that.


initial value for sampling, defaults to inito


set to TRUE to return the Stan data list and not run the model


a file name for a saveRDS-created file containing or to contain the saved fit object. If file is specified and the file does not exist, it will be created right before the fit object is returned, less the large rstan object. If the file already exists, its stored md5 hash string datahash fit object component is retrieved and compared to that of the current rstan inputs. If the data to be sent to rstan, the priors, and all sampling and optimization options and stan code are identical, the previously stored fit object is immediately returned and no new calculatons are done.


set to TRUE to output timing and progress information to /tmp/debug.txt


passed to rstan::optimizing(). The seed parameter is a popular example.


The partial proportional odds model of Peterson and Harrell (1990) is implemented, and is invoked when the user specifies a second model formula as the ppo argument. This formula has no left-hand-side variable, and has right-side variables that are a subset of those in formula specifying for which predictors the proportional odds assumption is relaxed.

The Peterson and Harrell (1990) constrained partial proportional odds is also implemented, and is usually preferred to the above unconstrained PPO model as it adds a vector of coefficients instead of a matrix of coefficients. In the constrained PPO model the user provides a function cppo that computes a score for all observed values of the dependent variable. For example with a discrete ordinal outcome cppo may return a value of 1.0 for a specific value of Y and zero otherwise. That will result in a departure from the proportional odds assumption for just that one level of Y. The value returned by cppo at the lowest Y value is never used in any case.

blrm() also handles single-level hierarchical random effects models for the case when there are repeated measurements per subject which are reflected as random intercepts, and a different experimental model that allows for AR(1) serial correlation within subject. For both setups, a cluster term in the model signals the existence of subject-specific random effects.

See for multiple examples with results.


an rms fit object of class blrm, rmsb, rms that also contains rstan results under the name rstan. In the rstan results, which are also used to produce diagnostics, the intercepts are shifted because of the centering of columns of the design matrix done by blrm(). With method='optimizing' a class-less list is return with these elements: coefficients (MLEs), beta (non-intercept parameters on the QR decomposition scale), deviance (-2 log likelihood), return_code (see rstan::optimizing()), and, if you specified hessian=TRUE to blrm(), the Hessian matrix. To learn about the scaling of orthogonalized QR design matrix columns, look at the xqrsd object in the returned object. This is the vector of SDs for all the columns of the transformed matrix. Those kept out by the keepsep argument will have their original SDs.


Frank Harrell and Ben Goodrich

See Also

print.blrm(), blrmStats(), stanDx(), stanGet(), coef.rmsb(), vcov.rmsb(), print.rmsb(), coef.rmsb()


## Not run: 
  dd <- datadist(titanic3); options(datadist='dd')
  f <- blrm(survived ~ (rcs(age, 5) + sex + pclass)^2, data=titanic3)
  f                   # model summary using print.blrm
  coef(f)             # compute posterior mean parameter values
  coef(f, 'median')   # compute posterior median values
  stanDx(f)           # print basic Stan diagnostics
  s <- stanGet(f)     # extract rstan object from fit
  plot(s, pars=f$betas)       # Stan posteriors for beta parameters
  stanDxplot(s)       # Stan diagnostic plots by chain
  blrmStats(f)        # more details about predictive accuracy measures
  ggplot(Predict(...))   # standard rms output
  summary(f, ...)     # invokes summary.rms
  contrast(f, ...)    # contrast.rms computes HPD intervals
  plot(nomogram(f, ...)) # plot nomogram using posterior mean parameters

  # Fit a random effects model to handle multiple observations per
  # subject ID
  f <- blrm(outcome ~ rcs(age, 5) + sex + cluster(id), data=mydata)

## End(Not run)

rmsb documentation built on April 12, 2022, 5:06 p.m.