Zelig: Everyone's Statistical Software

#' Bayesian Multinomial Logistic Regression
#'
#' @param formula a symbolic representation of the model to be
#'   estimated, in the form \code{y ~ x1 + x2}, where \code{y} is the
#'   dependent variable and \code{x1} and \code{x2} are the explanatory
#'   variables, and \code{y}, \code{x1}, and \code{x2} are contained in the
#'   same dataset. (You may include more than two explanatory variables,
#'   of course.) The \code{+} symbol means ``inclusion'' not
#'   ``addition.'' You may also include interaction terms and main
#'   effects in the form \code{x1*x2} without computing them in prior
#'   steps; \code{I(x1*x2)} to include only the interaction term and
#'   exclude the main effects; and quadratic terms in the form
#'   \code{I(x1^2)}.
#' @param model the name of a statistical model to estimate.
#'   For a list of other supported models and their documentation see:
#'   \url{http://docs.zeligproject.org/articles/}.
#' @param data the name of a data frame containing the variables
#'   referenced in the formula or a list of multiply imputed data frames
#'   each having the same variable names and row numbers (created by
#'   \code{Amelia} or \code{\link{to_zelig_mi}}).
#' @param ... additional arguments passed to \code{zelig},
#'   relevant for the model to be estimated.
#' @param by a factor variable contained in \code{data}. If supplied,
#'   \code{zelig} will subset
#'   the data frame based on the levels in the \code{by} variable, and
#'   estimate a model for each subset. This can save a considerable amount of
#'   effort. You may also use \code{by} to run models using MatchIt
#'   subclasses.
#' @param cite If is set to 'TRUE' (default), the model citation will be printed
#'   to the console.
#' @examples
#' data(mexico)
#' z.out <- zelig(vote88 ~ pristr + othcok + othsocok,model = "mlogit.bayes",
#' data = mexico,verbose = FALSE)
#'
#' @details
#' zelig() accepts the following arguments for mlogit.bayes:
#' \itemize{
#'     \item \code{baseline}: either a character string or numeric value (equal to
#'     one of the observed values in the dependent variable) specifying a baseline category.
#'     The default value is NA which sets the baseline to the first alphabetical or
#'     numerical unique value of the dependent variable.
#' }
#' Additional parameters avaialable to this model include:
#' \itemize{
#'   \item \code{weights}: vector of weight values or a name of a variable in the dataset
#'   by which to weight the model. For more information see:
#'   \url{http://docs.zeligproject.org/articles/weights.html}.
#'   \item \code{burnin}: number of the initial MCMC iterations to be discarded (defaults to 1,000).
#'   \item \code{mcmc}: number of the MCMC iterations after burnin (defaults to 10,000).
#'   \item \code{mcmc.method}: either "MH" or "slice", specifying whether to use Metropolis Algorithm
#'   or slice sampler. The default value is MH.
#'   \item \code{thin}: thinning interval for the Markov chain. Only every thin-th draw from the Markov
#'   chain is kept. The value of mcmc must be divisible by this value. The default value is 1.
#'   \item \code{tune}: tuning parameter for the Metropolis-Hasting step, either a scalar or a numeric
#'   vector (for kk coefficients, enter a kk vector). The tuning parameter should be set such
#'   that the acceptance rate is satisfactory (between 0.2 and 0.5). The default value is 1.1.
#'   \item \code{verbose}: defaults to FALSE. If TRUE, the progress of the sampler (every 10\%) is
#'   printed to the screen.
#'   \item \code{seed}: seed for the random number generator. The default is \code{NA} which corresponds
#'   to a random seed of 12345.
#'   \item \code{beta.start}: starting values for the Markov chain, either a scalar or vector with
#'   length equal to the number of estimated coefficients. The default is \code{NA}, such
#'   that the maximum likelihood estimates are used as the starting values.
#' }
#' Use the following parameters to specify the model's priors:
#' \itemize{
#'     \item \code{b0}: prior mean for the coefficients, either a numeric vector or a scalar.
#'     If a scalar value, that value will be the prior mean for all the coefficients.
#'     The default is 0.
#'     \item \code{B0}: prior precision parameter for the coefficients, either a square
#'     matrix (with the dimensions equal to the number of the coefficients) or a scalar.
#'     If a scalar value, that value times an identity matrix will be the prior precision
#'     parameter. The default is 0, which leads to an improper prior.
#' }
#' @return Depending on the class of model selected, \code{zelig} will return
#'   an object with elements including \code{coefficients}, \code{residuals},
#'   and \code{formula} which may be summarized using
#'   \code{summary(z.out)} or individually extracted using, for example,
#'   \code{coef(z.out)}. See
#'   \url{http://docs.zeligproject.org/articles/getters.html} for a list of
#'   functions to extract model components. You can also extract whole fitted
#'   model objects using \code{\link{from_zelig_model}}.
#'
#' @seealso Vignette: \url{http://docs.zeligproject.org/articles/zelig_mlogitbayes.html}
#' @import methods
#' @export Zelig-mlogit-bayes
#' @exportClass Zelig-mlogit-bayes
#'
#' @include model-zelig.R
#' @include model-bayes.R

zmlogitbayes <- setRefClass("Zelig-mlogit-bayes",
                             contains = c("Zelig-bayes"))

zmlogitbayes$methods(
  initialize = function() {
    callSuper()
    .self$name <- "mlogit-bayes"
    .self$year <- 2013
    .self$category <- "discrete"
    .self$authors <- "Ben Goodrich, Ying Lu"
    .self$description = "Bayesian Multinomial Logistic Regression for Dependent Variables with Unordered Categorical Values"
    .self$fn <- quote(MCMCpack::MCMCmnl)
    # JSON from parent
    .self$wrapper <- "mlogit.bayes"
  }
)

zmlogitbayes$methods(
  qi = function(simparam, mm) {
    resp <- model.response(model.frame(.self$formula, data = .self$data))
    level <- length(table(resp))
    p <- dim(model.matrix(eval(.self$formula), data = .self$data))[2]
    coef <- simparam
    eta <- array(NA, c(nrow(coef), level, nrow(mm)))
    eta[, 1, ] <- matrix(0, nrow(coef), nrow(mm))
    for (j in 2:level) {
      ind <- (1:p) * (level - 1) - (level - j)
      eta[, j, ]<- coef[, ind] %*% t(mm)
    }
    eta <- exp(eta)
    ev <- array(NA, c(nrow(coef), level, nrow(mm)))
    pv <- matrix(NA, nrow(coef), nrow(mm))
    colnames(ev) <- rep(NA, level)
    for (k in 1:nrow(mm)) {
      for (j in 1:level)
        ev[, j, k] <- eta[, j, k] / rowSums(eta[, , k])
    }
    for (j in 1:level) {
      colnames(ev)[j] <- paste("P(Y=", j, ")", sep="")
    }
    for (k in 1:nrow(mm)) {
      probs <- as.matrix(ev[, , k])
      temp <- apply(probs, 1, FUN = rmultinom, n = 1, size = 1)
      temp <- as.matrix(t(temp) %*% (1:nrow(temp)))
      pv <- apply(temp, 2, as.character)
      pv <- as.factor(pv)
    }
    ev <- ev[, , 1]
    return(list(ev = ev, pv = pv))
  }
)