bpolr: Bayesian Ordinal Models

In nyiuab/BhGLM: Bayesian hierarchical GLMs and survival models, with applications to Genomics and Epidemiology

Bayesian Ordinal Models

Description

This function is to set up and fit Bayesian hierarchical ordered logistic or probit regressions for ordinal response (e.g., disease severity) with Student-t prior on the coefficients. The default model is Bayesian proportional odds logistic regression, after which the function is named. The Bayesian hierarchical ordered logistic or probit models include classical ordered logistic or probit regression as special case.

Usage

bpolr(formula, data, weights, start, subset, na.action, 
      method = c("logistic", "probit", "loglog", "cloglog", "cauchit"), 
      contrasts = NULL, Hess = TRUE, prior = Student(0, 0.5, 1), 
      verbose = FALSE) 

Arguments

formula, data, weights, subset, na.action, method, contrasts, Hess	These arguments are the same as in polr.
start	Initial values for the coefficients (not for zeta).
prior	Prior for the coefficents. only Student-t, Student(mean, scale, df, autoscale), can be used. mean, scale and df can be a vector. For example, scale = c(a1,a2,...,ak); if k < the total number of predictors, it is internally expanded to c(a1,a2,...,ak, rep(ak,J-k)). If autoscale=TRUE, scale will be modified internally based on the values of the predictors.

Details

This function is an alteration of polr for fitting classical ordered logistic or probit regressions. It uses the quasi-Newton algorithm (BFGS) as implemented in optim to fit the model by maximizing the posterior distribution. Bayesian ordinal models allow us to jointly analyze many correlated predictors. The function includes all the polr arguments and also some new arguments for the hierarchical modeling.

Value

This function returns an object of class "polr", including all outputs from the function polr.

Author(s)

Nengjun Yi, [e-mail]

See Also

polr, bglm

Examples

library(BhGLM)

N = 1000
K = 100
x = sim.x(n = N, m = K, corr = 0.6) # simulate correlated variables  
x = as.matrix(x)
h = rep(0.1, 4) # assign non-zero effects to have the assumed heritabilty 
nz = as.integer(seq(5, K, by=K/length(h))); nz
yy = sim.y(x=x[, nz], mu = 10, herit=h, p.neg=0.5, sigma=1.6, quantiles = c(0.3, 0.6)) # simulate responses
yy$coefs
y = as.factor(yy$y.ordinal)
table(y)

par(mfrow = c(1, 3), cex.axis = 1, mar = c(3, 4, 4, 4))
# classical ordered logistic regression
library(MASS)
f1 = polr(y ~ ., data = x, Hess = T)
plot.bh(f1, gap = 5)
summary.bh(f1)

# equivalent to classical ordered logistic regression
f2 = bpolr(y ~ ., data = x, prior=Student(scale=Inf))
plot.bh(f2, gap = 5)
summary.bh(f2)

# hierarchical ordered logistic regression
f3 = bpolr(y ~ ., data = x, prior=Student(scale=0.05))
plot.bh(f3, gap = 5)
summary.bh(f3)

nyiuab/BhGLM documentation built on June 12, 2024, 9:28 p.m.