# Questions tagged [jags]

"JAGS is Just Another Gibbs Sampler. It is a program for analysis of Bayesian hierarchical models using Markov Chain Monte Carlo (MCMC) simulation not wholly unlike BUGS." (http://mcmc-jags.sourceforge.net/)

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### Setting up a hierarchical model using R2jags [closed]

I'm working on a project for an introductory Bayesian analysis course and I'm also fairly new to using R regularly. We are supposed to build a hierarchical model using a data set we found or put ...
19 views

### How to extract prior values from previous analysis? [closed]

I am doing a simple bayesian calculation in R. The idea is to estimate pooled alpha for each group ( A,B and C). The first step is to estimate value of A with non-informative prior, while the ...
24 views

### Basics of JAGS metropolis hastings model with negative binomial

I'm having an insane time finding any documentation on JAGS models. As popular as it is, I imagine there has to be something out there. Still, I've searched for over an hour and cannot find even a ...
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### How to model 'the transformation of sample variance follows a chisquared distribution' in JAGS?

Suppose $Y_i\sim\mathcal{N}(\mu,\sigma^2),i=1,2,\dots,n$, and we have observed $\bar{Y}$ and sample standard deviation $S$. We know that $$\bar{Y} \sim \mathcal{N}(\mu,\sigma^2/n)$$ We can use <...
52 views

### JAGS code for Poisson or negative binomial hurdle (zero-altered) model with autoregressive residual

I am using Bayesian zero-altered Poisson and negative binomial models analyzing time-series data with JAGS. Because the ACF of the Pearson residuals showed autocorrelation, I decided to apply ...
221 views

### JAGS mixture models with exogenous regressors

This is my first post,I hope this is the right forum for such a question and I formulate it correctly. I am working with a time series data set where the response y seems to follow a mixture of two ...
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I'm new to jags and Bayesian inference, but I've run a fairly complex model in jags via rjags. However, I get the warning "adaptation incomplete". As far as I understand it, this means that the ...
7k views

### OpenBugs vs. JAGS

I am about to try out a BUGS style environment for estimating Bayesian models. Are there any important advantages to consider in choosing between OpenBugs or JAGS? Is one likely to replace the other ...
171 views

### Difference of two distributions in JAGS: How to construct likelihood?

I'd like to get the parameters of these "unobserved variables": X1 <- rgamma(100,shape=5, rate=0.5) X2 <- rexp(100,rate=0.1) from this "observed variable" ...
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### Modelling a mixed model in JAGS/BUGS [closed]

I am currently in the process of implementing a model for soccer result prediction in JAGS. Actually, I have implemented several, but I have reached my most difficult challenge yet: A model described ...
29 views

### Use zeros trick for modeled parameters

Can the zeros trick be applied for specifying a new distribution for modeled parameters such as a varying intercept model? I am trying to estimate a hierarchial model (like the following) where I have ...
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### Weibull Distribution with priors on shape and scale diverges

I have a variable that is Weibull Distributed Duration ~ dweib(Shape,Scale) The Shape and Scale parameters are distributed to log-normal and Weibull ...
279 views

### Estimating von Mises Parameters for Angular Data

I want to model some angular data. Any input on how to incorporate the von Mises distribution and suggestions on appropriate priors in RJAGS for von Mises mean and concentration would be greatly ...
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### Simulating data in JAGS “ones trick”

I am trying to simulate data to use for posterior predictive checks in JAGS running through R, which is relatively simple for pre-loaded distributions, but I am looking to simulate data when I have ...
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### how posterior function is calculated in JAGS

I have a theoretical question. I understand the JAGS samples from the posterior function of a model. But I don't understand (nor I can find in the documentation) how it calculates the posterior in the ...
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### JAGS: How can I constrain a parameter value to [0, 1] to avoid the “Node inconsistent with parents” error?

Suppose that among $P$ (population size) individuals in a certain social group, a police officer decides to search $S$ (sample size) of them; $H$ (number of "hits") are found to commit a crime (e.g., ...
1k views

### Naive SE vs Time Series SE: which statistics should I report after Bayesian estimation?

I am new to Bayesian estimation. When I do some estimations with JAGS, I find there are statistics called Naive SE and Time Series SE. What exactly do they mean? Is it necessary that I report one or ...
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### JAGS: Posterior Predictive Check for a Logistic Regression Model

I want to perform a posterior predictive check on some simple logistic regression models that I fitted in JAGS. I found a function in the R package jagsUI called pp.check (see doc here: (pp.check ...
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### Residuals for a JAGS logistic regression model

I have the following simple logistic regression model: ...
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### JAGS: impose bounds on a multinomial distribution?

In JAGS, I am working with data that have missing observations of a count. I know two things about each missing observation: (1) All missing counts were observed by the CDC but numbered from 0 to 9. (...
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### Can Deviance Information Criterion be used for model comparison when the response variable has Poisson distribution?

I just constructed a Bayesian Hierarchical Model for my response variable Y that follows Poisson distribution with the parameter $\lambda$. In my model, I have modelled $log(\lambda)$ as a linear ...
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### How to implement credible 95% interval for median odds ratio using JAGS?

As described in Merlo et al (J Epidem Comm Health 2006), the 95% credible interval for MOR is calculated using MCMC. MOR is defined as $\exp(\sqrt{2\sigma^2}\times 0.675)$, where $\sigma$ is the level-...
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### Convergence check in MCMC chains in R

I use Gelman-Rubin statistics, trace plots, autocorrelation plots and effective sample size to check the convergence. However, I got very different results from the above tests. The Gelman-Rubin ...
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### How does RJags handle situations in which we have a constraint on combined parameters, but the parameters may take on values outside the constraints?

Suppose we have the following model for the difference in two proportions from a binomial. ...
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### What prior distributions could/should be used for the variance in a hierarchical bayesisan model when the mean variance is of interest?

In his widely cited paper Prior distributions for variance parameters in hierarchical models (916 citation so far on Google Scholar) Gelman proposes that good non-informative prior distributions for ...
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### Hierarchical Bayesian model - issues with JAGS/BUGS switching between lognormal and normal

I'm trying to construct a hierarchical model using JAGS, but I'm running into issues converting between normal/lognormal distributions and the more I stare at my problem, the more confused I get. ...
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### R2jags: Truncated Multivariable Normal Distribution in JAGS model (three variables)

I’m trying to specify the joint distribution of 3 parameters in JAGS using a truncated multivariate normal (one of the 3 parameters is truncated at zero, the others are untruncated). I’ve ...
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### Posterior predictive check for capture-recapture data using jagsUI wrapper

The R package jagsUI is a wrapper for JAGS that has some awesome functions, including a posterior predictive check. As discussed here, you simulate the new data for the parameters based on the ...
2k views

### dmulti in jags when sum(p[i]) < 1

I have a problem with dmulti. Principially, this would be my model: ...
326 views

### How to specify the Bayesian version of a clustered-robust standard error OLS in BUGS/JAGS or Stan?

I am trying to reproduce a simple OLS model fitted with clustered-robust standard errors within the Bayesian framework (be it with BUGS/JaGS or with Stan). In R, my frequentist model is the following:...
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### Calculate a Bayesian 'posterior predictive p-value' for a multinomial logistic regression

For assessing the fit of a model in a Bayesian framework, 'posterior predictive p-values' (PPPs) are often used. Here, a value close to 0.5 indicates a good fit; a value close to 0 or 1 indicates a ...
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### Jags: Survival analysis using CJS and multiple covariates

I want to investigate three fixed group effects as covariates in a Cormack-Jolly-Seber style survival analysis using Jags in R. I have successfully developed a separate model for each covariate; ...
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### How does dinterval() for interval censored data work in JAGS?

I am trying to understand how dinterval() works in JAGS for censored data. I am modeling coarse data where I only have upper and lower bounds for each data point (not the true value). Here is a ...
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### Books on Bayesian inferential analysis of GARCH models

Do you know books about Bayesian inferential analysis of GARCH models with the analysis of these models in R and JAGS? Here is a list of the books I already have: [Ardia] - Financial Risk Management ...
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### What prior distribution of parameters in the Bayesian estimation of a GARCH model?

In the case of the Bayesian estimation of GARCH(1, 1) model with Student–t or a Skewed distributions for innovations, is it more correct to assume a uniform distribution for the parameters or to ...
190 views

### Hierarchical Version of Bayesian Change Detection Model in JAGS

I am trying to create a hierarchical changepoint detection model in JAGS, estimating group difference in changepoint based on individual changepoints in scores for an outcome variable (fictional in ...
136 views

### How to implement Exponential Power distribution in JAGS

I would like to fit a simulated data to Exponential Power likelihood using uniform mixture with gamma mixing presented in "Scale Mixtures Distributions In Statistical Modelling" by Choy and Chan: \$EP(...
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### Predicting survival time from log-hazard

I have estimated a Weibull regression model in BUGS/JAGS which gives me the log-hazard as a function of intercept (baseline hazard) and covariate effects. The intercept is estimated as -9.826 and one ...
497 views

### Combining Posterior Distributions of Separate Models

I am running Bayesian models to estimate the number of fruits on a plant, given the presence/absence of herbivores. I get a posterior distribution on each mean. I then run a separate model to estimate ...
5k views

### Specify a Zero-inflated (Hurdle) Gamma Model in JAGS/BUGS

I'm trying to use a zero-inflated gamma model (or a gamma 'hurdle' model). The model is a mixture of logistic regression and generalized linear modeling. I can do this analysis in two steps: 1) do a ...
135 views

### Bayesian p-value in wrong direction using step function in JAGS / BUGS

I have estimated a Weibull regression model in JAGS using rjags and R2JAGS. The estimated posterior predictive p-values using the step() function confuse me. They make sense (comparing them to lower ...
237 views

### Trouble specifying a hierarchical dirichlet model in JAGS

I have a sampling design where samples (cores) are taken within plots. Those plots are then nested within sites. There are multiple sites. I would like to get a hierarchical site-level estimate of ...
139 views

### How to specify a zero-inflated Dirichlet model in JAGS/BUGS

There was a recent publication discussing the advantages of the zero-inflated dirichlet for microbiome count data which is compositional (you are modeling a matrix of species relative abundance data ...
485 views

### How to calculate WAIC from a JAGS model, and fix p_waic issue?

I am running a logistic regression type model in JAGS, and I noticed that I was getting different DIC scores (more than just a few points difference) between runs of the same model. I have a suspicion ...
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### Framework for simulation study to validate bayesian models

I am looking for a framework that would allow to take JAGS/bugs model and on many sets of simulated data test if there is a bias (or not) in the parameter estimates (the real parameters would be known ...
257 views

### Estimating the contribution of covariates in a boral latent variable model

I'm attempting to use latent variable modelling, as described by Hui (2016) and using the boral package in R, to explore relationships between plant species composition and environmental variables ...
3k views

### Weighted generalized regression in BUGS, JAGS

In R we can "prior weight" a glm regression via the weights parameter. For example: ...
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