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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17 views

find posterior distribution parameters by simulation

I've calculated the posterior distribution parameters of a variable X analytically and by simulation. But doesn't mach. X ~ Normal(mu,s=6).And the prior distribution of X is a Normal(mu=100,s=20). As ...
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0answers
12 views

Different results from quasipoisson models when using glm and winbugs

I used glm and winbugs to estimate quasipoisson models. I think the results should be very similar theoretically but they are not. Coefficients from winbugs are quite larger than those from glm. Does ...
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1answer
36 views

Is multinomial the same as multiple binomial?

I wonder, if I write - in JAGS, WinBUGS, or in a paper: x[] ~ dmulti(p[], N) is it the same as if I write: ...
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1answer
39 views

How can regression trees be fit in WinBUGS/OpenBUGS/JAGS?

There is an R package called BayesTree which can fit regression trees in Bayesian environment. However, this way only simple regression is possible. I would like to use regression trees as a part of a ...
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18 views

Estimating NA values in WinBUGS model

I am trying to fit a WinBUGS model with missing (NA) values as part of the input data. I'd like to use WinBUGS to generate missing estimates for the NA values from the full conditional distributions ...
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1answer
23 views

winbugs multiple definition of node [duplicate]

I wrote this code in WinBUGS but I cant run it! It says 'multiple definitions of node tau' ...
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0answers
28 views

Wishart distribution in BUGS with prior on the scale matrix

I am attempting to sample from a wishart in WinBUGS where the scale matrix has priors on the entries. dwish() in WinBUGS won't allow this, so I am attempting to ...
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30 views

Confidence intervals of proportions for clustered data

I am trying to compute the proportion of "yes"'s in data that is clustered (participants within cities). If I ignore the cities, I get very nice and narrow confidence intervals. If I compute the ...
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1answer
49 views

Undefined real result error at WinBUGS

I am currently working on my thesis and interested in estimating a multilevel differential item functioning model and I using at WinBUGS. Until I had done model check-up, there are no errors. However, ...
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1answer
21 views

Measurements from two raters. Should I use multilevel/“random-effects” model?

I have several variables that were measured on patients, for most patients the variables of interest were measured by 2 independent "raters". Most of the variables are binary. I need to compute the ...
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0answers
72 views

Is my OpenBUGS / WinBUGS model well specified?

I've just started trying to use OpenBUGS for Bayesian analysis of stochastic volatility models. In particular, I'm trying to calculate stochastic covariance, similar to the DC-MSV model specified by ...
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26 views

Simulation m values from posterior distribution with WinBUGS

I try to simulate from posterior distribution with WinBUGS. My data came from Multinomial distribution, i.e. : $y_i~\text{Multi}(n;p_1,p_2,p_3)$. A common prior for multinomial is Dirichlet, i.e.: ...
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29 views

Simulation from Dirichlet distribution with WinBUGS

I have a question. Now I am learning WinBUGS, doing bayesian statistics. How, can I simulate a Dirichlet distribution (which is the posterior, for my model ...
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0answers
93 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
302 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
59 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
34 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
24 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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16 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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0answers
67 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
31 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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59 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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0answers
23 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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13 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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76 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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0answers
42 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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38 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
127 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
46 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
409 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
99 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
108 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
306 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
213 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
643 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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1answer
441 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
187 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
146 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
539 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
511 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
133 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 ...
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3answers
156 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
68 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
94 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
586 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
112 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 ...
3
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0answers
151 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, ...
3
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1answer
345 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
560 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 ...