Description Usage Arguments Details Value References See Also Examples
Bayesian inference for ordinal (or binary) regression models under a proportional odds assumption.
1 2 3 4 5 6 7 8 9 10 11 12 13 14  stan_polr(formula, data, weights, ..., subset,
na.action = getOption("na.action", "na.omit"), contrasts = NULL,
model = TRUE, method = c("logistic", "probit", "loglog", "cloglog",
"cauchit"), prior = R2(stop("'location' must be specified")),
prior_counts = dirichlet(1), shape = NULL, rate = NULL,
prior_PD = FALSE, algorithm = c("sampling", "meanfield", "fullrank"),
adapt_delta = NULL, do_residuals = NULL)
stan_polr.fit(x, y, wt = NULL, offset = NULL, method = c("logistic",
"probit", "loglog", "cloglog", "cauchit"), ...,
prior = R2(stop("'location' must be specified")),
prior_counts = dirichlet(1), shape = NULL, rate = NULL,
prior_PD = FALSE, algorithm = c("sampling", "meanfield", "fullrank"),
adapt_delta = NULL, do_residuals = algorithm == "sampling")

formula, data, subset 
Same as 
weights, na.action, contrasts, model 
Same as 
... 
Further arguments passed to the function in the rstan
package ( 
method 
One of 'logistic', 'probit', 'loglog', 'cloglog' or 'cauchit',
but can be abbreviated. See 
prior 
Prior for coefficients. Should be a call to 
prior_counts 
A call to 
shape 
Either 
rate 
Either 
prior_PD 
A logical scalar (defaulting to 
algorithm 
A string (possibly abbreviated) indicating the
estimation approach to use. Can be 
adapt_delta 
Only relevant if 
do_residuals 
A logical scalar indicating whether or not to
automatically calculate fit residuals after sampling completes. Defaults to

x 
A design matrix. 
y 
A response variable, which must be a (preferably ordered) factor. 
wt 
A numeric vector (possibly 
offset 
A numeric vector (possibly 
The stan_polr
function is similar in syntax to
polr
but rather than performing maximum likelihood
estimation of a proportional odds model, Bayesian estimation is performed
(if algorithm = "sampling"
) via MCMC. The stan_polr
function calls the workhorse stan_polr.fit
function, but it is
possible to call the latter directly.
As for stan_lm
, it is necessary to specify the prior
location of R^2. In this case, the R^2 pertains to the
proportion of variance in the latent variable (which is discretized
by the cutpoints) attributable to the predictors in the model.
Prior beliefs about the cutpoints are governed by prior beliefs about the
outcome when the predictors are at their sample means. Both of these
are explained in the help page on priors
and in the
rstanarm vignettes.
Unlike polr
, stan_polr
also allows the "ordinal"
outcome to contain only two levels, in which case the likelihood is the
same by default as for stan_glm
with family = binomial
but the prior on the coefficients is different. However, stan_polr
allows the user to specify the shape
and rate
hyperparameters,
in which case the probability of success is defined as the logistic CDF of
the linear predictor, raised to the power of alpha
where alpha
has a gamma prior with the specified shape
and rate
. This
likelihood is called “scobit” by Nagler (1994) because if alpha
is not equal to 1, then the relationship between the linear predictor
and the probability of success is skewed. If shape
or rate
is
NULL
, then alpha
is assumed to be fixed to 1.
Otherwise, it is usually advisible to set shape
and rate
to
the same number so that the expected value of alpha
is 1 while
leaving open the possibility that alpha
may depart from 1 a
little bit. It is often necessary to have a lot of data in order to estimate
alpha
with much precision and always necessary to inspect the
Pareto shape parameters calculated by loo
to see if the
results are particularly sensitive to individual observations.
Users should think carefully about how the outcome is coded when using
a scobittype model. When alpha
is not 1, the asymmetry
implies that the probability of success is most sensitive to the predictors
when the probability of success is less than 0.63. Reversing the
coding of the successes and failures allows the predictors to have the
greatest impact when the probability of failure is less than 0.63.
Also, the gamma prior on alpha
is positively skewed, but you
can reverse the coding of the successes and failures to circumvent this
property.
A stanreg object is returned
for stan_polr
.
A stanfit object (or a slightly modified
stanfit object) is returned if stan_polr.fit
is called directly.
Nagler, J., (1994). Scobit: An Alternative Estimator to Logit and Probit. American Journal of Political Science. 230 – 255.
stanregmethods
and
polr
.
The vignette for stan_polr
.
http://mcstan.org/rstanarm/articles/
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