Questions about BUGS language for defining Bayesian models that can be run by the WinBUGS software package. It is advised to supplement your question with a reproducible BUGS example (http://stackoverflow.com/q/5963269).

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32 views

What is the form of link function in this BUGS multinomial regression example?

The alligators example from openbugs examples repository is the same example that comes with winbugs. Basically this is a multinomial logistic regression example in which the outcome variable has 5 ...
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2answers
168 views

Bayesian estimation of $N$ of a binomial distribution

This question is a technical follow-up of this question. I have trouble understanding and replicating the model presented in Raftery (1988): Inference for the binomial $N$ parameter: a hierarchical ...
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0answers
52 views

Dawid Skene model for BUGS

I'm a beginner in BUGS. I'm trying to code the Dawid Skene model in BUGS. The model is as follows: Currently, I'm adapting the code from Stan, here. Here is the code: ...
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0answers
12 views

Longitudinal data format in WinBUGS or OpenBUGS, different number of items per time point

I am working with longitudinal data, where there are a different number of "items" per time point. I am working with the MCMCdynamicIRT1d function in ...
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0answers
11 views

WinBUGS multinomial all parameters are random variables

everyone here. I want to use multinomial distribution, but p[] and N are all random. model is correct and data loaded , model compilied, but it can't still run , it says:value of binomial f[1] must be ...
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7 views

WinBUGS multinomial with unknown parameter and size

I want to use multinomial distribution, but i don't know the p[] and N. So p[] and ...
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23 views

Zero trick in WinBUGS for truncation

I am using the Zero-trick to create a prior for correlation parameter. Data y is a bi-variate normal with covariance matrix with same diagonal elements and ...
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0answers
21 views

How are deterministic/logical nodes represented mathematically in directed graphical models?

Various software for performing inference on graphical models support logical(a.k.a deterministic) nodes. PyMc, Winbugs, Smile are the ones I'm aware of. Based on the different inference methods ...
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32 views

Multigroup Longitudinal Item Response WinBUGS OpenBUGS

I was able to fit the Longitudinal IRT model in Winbugs for an ordinal response by extending the BUGS code I took from the paper by Curtis in JSS http://www.jstatsoft.org/v36/c01/paper/ However, I am ...
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20 views

Bayes Hierarchical model - sampling with additional constraints

I am trying to create a bayesian model for the following problem: One has a barrel that contains many white balls and a few red balls. One has an uninformed prior on the concentration of red balls ...
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0answers
11 views

WinBUGS sript: display correlation [closed]

Does anybody know if it is possible to display the correlation matrix using WinBUGS script? (with the GUI it can be found in th Inference menu -> correlations -> print) Thank you everybody!
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45 views

Dummy coding from a bayesian stand of view

If we want to use categorical variables in regression context we are allowed to use dummy codings such as: http://www.ats.ucla.edu/stat/r/library/contrast_coding.htm Is this also required in ...
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37 views

Truncated normal in WinBUGS

I want to use the following truncated normal distribution in WinBUGS to estimate parameters of SEM using Bayesian analysis. ...
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0answers
28 views

Inverse normal distribution in winbugs

I want to use the inverse normal distribution in winbugs but I don't find it there. Please help me to find a solution. I have here truncated normal distribution for y ...
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2answers
93 views

Joint prior distributions in WinBUGS

Suppose we have a hierarchical model summarised by the following: $y_{i} \sim N(\mu_{i}, \sigma^{2})$, for $i = 1, \ldots, n$; (For these purposes, assume $\sigma^{2}$ is known) where $\mu_{i} = ...
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0answers
37 views

How to make WinBUGS close when “Trap” occurs [closed]

I'm using R2WinBUGS to process several datasets in WinBUGS in "batch mode". Occasionally traps occur, mainly due to bad parameters (I guess), and I managed to avoid ...
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0answers
202 views

WinBUGS/OpenBUGS Gamma distribution parameters [closed]

According to the WinBUGS manual the gamma distribution is defined by: dgamma(r,mu) However, what is r? Is it the shape, scale ...
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1answer
83 views

Specification of logical node (with distribution?) in WINBUGS

For a piece of homework I have an assignment using WINBUGS which I must admit confuses me to say the least. Tangential to my question but I have a few stochastic nodes that are to be gamma ...
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1answer
92 views

JAGS burn-in phase takes ZERO time? [duplicate]

My breath was taken away by this. I tried to run my JAGS model with different number burn-in samples but it still takes the same amout of time!! ...
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0answers
233 views

CAR spatial models in JAGS

WinBUGS comes with the GeoBUGS add-on, which contains a number of predefined model structures that are suitable for modelling spatial data structures e.g. geostatical structures (spatial.exp), ...
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1answer
167 views

Undefined real result in a zero-inflated negative binomial

I have run a zero-inflated Poisson model in WinBUGS without problems, and now I am trying to run its equivalent negative binomial. However, I get an "undefined real result" trap message over and over. ...
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1answer
476 views

Estimation of the shape parameter of gamma distribution in Winbugs

I want to estimate the shape parameter of gamma distribution in Winbugs. I select gamma distribution as prior for shape parameter. Data set is generated using MATLAB as: ...
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0answers
111 views

How exactly is car.normal model specified?

Looking at the GeoBUGS manual version 12, there is a confusion how exactly the car.normal model is specified: 1) at page 12, I read car.normal and car.l1 [top] ...
3
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1answer
322 views

Define Priors for Dirichlet Distribution parameters in JAGS

I'm defining a Multinomial-Dirichlet model in JAGS and want to assign some hyperpriors to the parameters of the Dirichlet distribution. In the WinBugs manual I read that "the parameters of Dirichlet ...
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1answer
151 views

How can I estimate the precision of a normal using a Gibbs sampler?

I am trying to estimate the precision $\tau$ of a normal distribution with either WinBUGS or OpenBUGS: $c \sim \text{normal}(\mu,\tau)$ $\mu \rightarrow \lambda \cdot t^{-\beta}$ $\tau \sim ...
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0answers
46 views

How to calculate gelman and rubin convergence diagnostics in Excel

Does anyone know how to calculate the gelman and rubin convergence diagnostics in Excel. I'm trying to understand the steps in the formula, but not sure that I doing it correctly. I know it can be ...
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0answers
115 views

The effective sample size from WinBUGS results

I am running a Bayesian regression model by WinGUBS via R2WinBUGS package in R. Everything looks fine except for one parameter: ...
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1answer
419 views

Trap 66 in WinBUGS in a hierarchical Bayesian modeling

I want to analyze a multilevel multidimensional model in WinBUGS. the model is as below (N=2362 students responding to K=45 items of a test, students are nested within J=116 schools): ...
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1answer
415 views

WinBUGS: Multiple definitions of a node

So this question is about the BUGS modeling language. So you either know it or have no clue. I'm a newbie to this so it's been driving me mad. I want to define a simple two-state hidden Markov model ...
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0answers
113 views

How to define a BUGS/JAGS or WinBUGS model with a likelihood node that includes two integrals?

I would like to implement a BUGS/WINBUGS or JAGS model that specifies the likelihood node by marginalizing over two parameters. Is this feasible in BUGS/WINBUGS or JAGS? This is the posterior ...
2
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3answers
150 views

Bayesian Vs MLE regression - getting different results

I've set up a Bayesian regression model in WinBUGS to determine values for the unknown parameters (b1, b2, b3, b4) and intercept value (b0) in a linear regression model. The code is as follows: ...
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1answer
63 views

Looking for step by step example of sampling from DAG in Bayesian model

I am looking for a tutorial type example that shows the step by step process sampling from a simple hierarchical model. For example, I am trying to study the distribution of ...
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0answers
87 views

How can I compute covariances between parameters in WinBUGS?

I am wondering if there is an easy way to compute the covariances between parameters in WinBUGS/OpenBUGS. It is easy to obtain the variances, but for subsequent analysis, I need the covariances. ...
2
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1answer
513 views

WinBUGs-TIme Series Code

I am looking to get started using time series (arima) (regression) (etc) evaluating log stock returns in WinBUGs. Does anyone have a simple code to get me jump started?
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1answer
87 views

Multiplying a matrix by a scalar which has a prior distribution in OpenBUGS

So I am having a problem specifying my model in OpenBUGS. A set of vectors in a linear regression model is given a multivariate normal prior with a constant mean vector and a constant precision matrix ...
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0answers
133 views

How to use an initial posterior for recursive / sequential updating in WinBUGS

I am using WinBUGS to estimate / update the parameters of a model. The model is: $$ \begin{aligned} D(T,B,a)&= B*(a_0+a_1T+a_2T^2+a_3T^3)+error(B,T,a) \\ error &= \mathcal N(0, ...
2
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1answer
303 views

Logistic Regression - Bayesian Approach - Assessing Classification Precision

I have recently begun to read about bayesian statistics and I am playing around with the R2WinBUGS package. I'm trying to fit a logistic regression to the spam data (that can be found on the webpage ...
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2answers
435 views

Thinning chains in BUGS/JAGS

Hi I have a quick question about the details of running a model in JAGS and BUGS. Say I run a model with n.burnin=5000, n.iter=5000 and thin=2. Does this mean that the program will run 5,000 ...
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1answer
614 views

WinBUGS truncated normal distribution [duplicate]

I am estimating a stochastic frontier with a mixed model. So far the half normal distribution worked good but I need a truncated normal distribution. It does not work, and I receive the error ...
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0answers
781 views

How do I identify this trap error in WinBUGS?

I am currently working on my thesis and interested in estimating a Weibull conditional Hazard Frailty Model for recurrent event data using WinBUGS. I wrote the model but when am trying to use it with ...
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0answers
231 views

Calculate DIC from WinBUGS output

Has anyone ever tried to calculate DIC "manually" from WinBUGS output? I tried for the simplest linear model, and could get exact the same Dbar, but always a bit different Dhat. I think Dhat ...
3
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2answers
624 views

Variables that do not converge in winbugs

I conducted a Bayesian analysis in winbugs and then checked the convergence from the history plots. The regression coefficients look stabilized, but the variance parameters don't. I got the number of ...
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0answers
139 views

How do you code three summation functions in WinBUGS?

I recently learned how to use winbugs. I know nothing about coding and programming. My model is not included in the set of distributions that are already available in winbugs. This is a trivariate ...
2
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2answers
218 views

Results Difference: Frequentist vs. Bayesian

I fit a lognormal model on some data points using both frequentist and Bayesian (using a non-informative prior) approaches. However, I got different results. Here are my codes and outputs: ...
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0answers
670 views

Fitting Lognormal Distribution in WinBugs

Let's suppose that some data points follow $Lognormal(\mu,\sigma^2)$ and both parameters are unknown . My goal is to obtain the posterior distribution by assigning conjugate prior distributions on ...
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1answer
545 views

Code Problem in Lognormal Bayesian Model in JAGS/WinBUGS

I have a data set with 853 units. Below, a small sample of it: y ...
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0answers
69 views

Latent groups in Bayes net with BUGS

I'm modeling a Bayes net with OpenBUGS, and I find problems to specify some of the parameters and their priors. The aim of the model is to identify latent groups in the data from a sample of human ...
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0answers
245 views

ANOVA with uncertain values - attempt to redefine node

I'm trying to do one-way ANOVA on uncertain (latent) input value YReal[i] (each input value is not exactly known, but it is given as normal distribution with mean ...
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3answers
624 views

Winbugs and other MCMC without information for prior distribution

What happens when you don't have an idea of the parameters distribution? What approach should we use? Most of the time we aim to undersatnd if a certain variable has any influence over the ...