demo/ARM_Ch07.R

In rstanarm: Bayesian Applied Regression Modeling via Stan

# loads packages, creates ROOT, SEED, and DATA_ENV
demo("SETUP", package = "rstanarm", verbose = FALSE, echo = FALSE, ask = FALSE)

source(paste0(ROOT, "ARM/Ch.7/congress.data.R"), local = DATA_ENV, verbose = FALSE)
cong_dat <- with(DATA_ENV, data.frame(incumbency_88, vote_88, vote_86))

# The stuff in sections 7.0 -- 7.2 is not very relevant 

post1 <- stan_lm(vote_88 ~ vote_86 + incumbency_88, data = cong_dat, 
                 prior = R2(0.9, what = "mean"), 
                 seed = SEED, refresh = REFRESH)
post1 # badly underfitting
y_tilde <- posterior_predict(post1) # incumbency_90 is not available
summary(rowSums(y_tilde > 0.5))


data(wells, package = "rstanarm")
wells$dist100 <- with(wells, dist / 100)
post2 <- stan_glm(switch ~ dist100, data = wells, family = "binomial", iter = 100, chains = 1,
                  seed = SEED, refresh = REFRESH)
prop.table(table(c(posterior_predict(post2))))


# the compound model is not good because it assumes the two errors are 
# independent. rstanarm will eventually support Heckman models, which
# would be a better choice here.

ANSWER <- tolower(readline("Do you want to remove the objects this demo created? (y/n) "))
if (ANSWER != "n") {
  rm(y_tilde, wells, ANSWER)
  # removes stanreg and loo objects, plus what was created by STARTUP
  demo("CLEANUP", package = "rstanarm", verbose = FALSE, echo = FALSE, ask = FALSE)
}