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# 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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### Hyper-prior for negative binomial in hierarchical model using JAGS/BUGS

Below I'm using a negative binomial because it is more flexible than a simple poisson model. The data are counts $y$ of events for 16 individuals $x$. There are 14 counts (i.e. counting periods) for ...
1k views

### Label Switching in WinBugs/JAGS

I am using JAGS to estimate a Dirichlet Process Mixture of Normals. The code works well and the estimated density is accurate. However, I would like to know which component each observation is ...
388 views

### AR(1) model - which prior to use?

I want to use the following univariate model: $y_t = \mu_t + \epsilon_t, \ \epsilon_t \sim N(0,1)$ $\mu_t = \phi \mu_{t-1} + \omega_t, \ \omega_t \sim N(0,\sigma_\omega^2)$ That is, $\mu_t$ follows ...
1k 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), ...
111 views

### Estimating coin bias from multiple adversary observations

I have a set of biased coins $N$, where each coin has a different bias $\theta_i$ (probability of heads for $i$th coin is $\theta_i$). This bias is unknown and needs to be estimated. There are $K$ ...
141 views

### Why is this Bayesian estimate of a truncation-point so poor?

I have several datasets. Each dataset holds the masses of objects that have been subject to physical wear, expressed as a proportion of their original mass ($w$), and the amount of time that the ...
2k views

### Using JAGS for bayesian parameter estimation

I am using JAGS in R to construct a probabilistic graph model and estimate the corresponding parameters. The models is described as follows: ...
429 views

### A better bayesian way of modelling autoregressive mixtures

I have a JAGS hierarchical model which includes a temporal sub-model for the primary vote share between four party groups (LNP, Labor, Green, and Other). For each day in the temporal model, the vote ...
160 views

### Comparing the Widths of two Posterior Distributions

I have a question regarding the task of my term paper case study, which is about Bayesian multilevel modelling and I would greatly appreciate it, if you could help me out. The exact assignment reads ...
163 views

### Meaning of Baseline Before Sum to Zero

I am trying to specify a Bayesian hierarchical split-plot model in JAGS. I have been following Doing Bayesian Data Analysis by John K. Kruschke, however the model I am attempting is not included in ...
241 views

### Diagonal inflated Bivariate Poisson model

I am trying to fit the Bivariate Poisson distribution to a set of sports results to serve as a comparison model to a new model I am developing/developed with my masters thesis.My model is as follow: <...
314 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:...
323 views

### Deviance n.eff in R becoming 1 at high sample n

I've been doing some basic bayesian t-tests in OpenBUGS, and later JAGS (via a friendly biometrician), and in both cases I ran into a bizarre property of the R-2- packages on the output. Specifically, ...
373 views

### Discrete MCMC JAGS chains get stuck

I have been running a model where one of the parameters is discrete. I can't think of a simple way to represent this model, so I won't (unless necessary) post it here. My issue is, that when I look ...
98 views

### Hierarchical Bayesian model with heterogenous errors

I have an experiment where I repeatedly show subjects two lights, and I ask which light is brighter. I am interested in whether error rates decrease over time, holding all else constant. I also ...
401 views

### “Observed node inconsistent ” when binomial success rate exactly one

I observed some curious behavior in JAGS (rjags). There probably is a good reason for it, but I can't figure it out: As part of a more complex model I have these statements: ...
278 views

### Estimating parameters and latent variables in a split Poisson distribution using R and JAGS

I am trying to estimate parameters and latent variables in a split Poisson model that describes observable and unobservable counts in time assuming the split probability is $\pi$. An observable event ...
2k views

### Dummy coding from a Bayesian point of view

If we want to use categorical variables in regression context, we are allowed to use dummy codings such as these schemes. Is this also required in a Bayesian (MCMC) context, such as with WinBUGS/...
669 views

### Appropriate GLM when response variable is proportion, but not binomial

The response variable I'm dealing with is the proportion of a total area that is suitable habitat for a species of interest. So although the response variable is bounded between 0 and 1, my intuition ...
1k views

### Within-subjects model in JAGS/stan

I have a general question regarding a varying intercept / varying slope model in jags/stan: I have data from a psychophysics experiment, with one covariate, one within-subjects factor and several ...
53 views

### BUGS with very large sample size

I posted this question on the JAGS help discussion, I was seeing if I could get any help here: I wish to fit a survival model using the data below (first two columns are time points, NA represents ...
158 views

### Is this JAGS model ok, and can it be made faster?

I'm very new to Bayesian analysis, and I've come up with the following model. My goal is to get for each individual "test unit" a distribution that describes the lift in success rate under one of ...
400 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 \begin{...
84 views

### Coda output, joint quantile

I am running a hierarchical model in JAGS. It is a piecewise constant survival regression model. So I have 4 sets of regression coefficients and baseline hazard rates. I would like to plot a mean ...
2k views

### JAGS - problem with taking submatrices

I'm trying to use JAGS for clustering mixtures of multivariate normal distributions. In order to model different covariance structures in each cluster I wanted to use one big (C*D)xD matrix (C - ...
113 views

### 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 ...
221 views

### 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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### Bayesian updating in JAGS - data not reaching posterior distribution

I am trying to model the survival of a bird species as the function of a habitat variable, using JAGS run with the R package R2jags. When I leave the habitat variable out, I get believable estimates ...
698 views

### JAGS better than Stan for fitting CPDs in a Bayesian Network?

I have a Bayesian network DAG structure, and a conditional probability distribution (CPD) for each node. I want to fit the parameters of the CPDs with a Bayesian method, since I have some prior ...
769 views

### DIC vs PED in JAGS

JAGS allows reporting of DIC and also PED (penalized expected deviance). What are differences between these two statistics? Which is better for what purpose? DIC was the first one, PED was evidently ...
668 views

### JAGS code for multilevel model with AR(1) autoregression - does this look okay?

There are a number of threads, blogs etc. discussing autoregressive models in JAGS, and but only a few that supply the code. John Kruschke's code for an autoregressive model with a sinusoidal ...
233 views

### Theoretical ground which forbids the use of Frequentist SAR specifications in Bayesian estimations?

Abridged question version Given the constraints I face when mixing frequentist SAR specifications (e.g. regressand autoregressive process, involving binary correlation structure) with Bayesian ...
281 views

### Calculate AIC or Anova from an RJags model

I am fitting multivariate linear regressions with RJags (I have to do it with an mcmc because I'm taking all errors into account). I want to know between two polynomials which one fits better my data....
523 views

### R, JAGS and missing data

I am currently using JAGS via the program R to run N-mixture models using about 5 years of count data. In 3 of these years, there were 3 counts per site, while in the remaining 2 there were 2 counts ...
124 views

### Point Estimate of normally distributed threshold parameter with unknown mean and variance

I'm new to Bayesian analysis an applied what I learned in John Kruschke's book to simplified versions of a model I previously fitted with non-Bayesian methods. For those simplified versions, even ...