compute_pooling_metrics: Measures of Variance Explained and Pooling/Shrinkage

In jpkeller/bercs: Bayesian Exposure-Response Curves via Stan

Description

Computes a form of R2 and Pooling Factor for a level of a hierarchical model

Usage

compute_pooling_metrics(theta, epsilon)

prop_var_explained(theta, epsilon)

pooling_factor(epsilon)

Arguments

theta	Matrix of the 'outcome' values for the level. Rows represent samples from the posterior distribution and columns represent units of the level.
epsilon	Matrix of the 'error' values for the level, in the same format as theta.

Details

This computes generalized versions of R^2 and pooling factor for levels of a hierarchical model, as described by Gelman and Pardoe (2006).

References

Gelman, A and Pardoe, I. (2006). Bayesian Measures of Explained Variance and Pooling in Multilevel (Hierarchical) Models. Technometrics, 48, 241-251.

See Also

exposure_pooling_factor

jpkeller/bercs documentation built on March 24, 2021, 5:36 a.m.