Podcast #128: We chat with Kent C Dodds about why he loves React and discuss what life was like in the dark days before Git. Listen now.

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/)

Filter by
Sorted by
Tagged with
2
votes
0answers
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 - ...
3
votes
2answers
251 views

Non-conventional form for a full conditional

I have a full-conditional of the form : $$ p(X|...) \propto \exp(-(aX^2 +bX +c/X)), $$ All of the other full-conditionals of my model simplify to a simpler form and for a sake of simplicity, I would ...
16
votes
2answers
5k views

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 ...
1
vote
2answers
3k views

Compilation error in JAGS

With this data: ...
8
votes
1answer
699 views

What level to use when comparing subjects in a hierarchical Bayesian analysis?

Say that I have an experiment where I test the reaction time of a number of subjects where each subject makes many reaction time trials. In a Bayesian framework the reaction times ($y$) could be ...
10
votes
2answers
1k views

Hierarchical models for multiple comparisons - multiple outcomes context

I've just been (re-)reading Gelman's Why we (usually) don't have to worry about multiple comparisons. In particular the section "Multiple outcomes and other challenges" mentions using a hierarchical ...
10
votes
2answers
6k views

How can I model a proportion with BUGS/JAGS/STAN?

I am trying to build a model where the response is a proportion (it is actually the share of votes a party gets in constituencies). Its distribution is not normal, so I decided to model it with a beta ...
0
votes
1answer
3k 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 ...
7
votes
2answers
7k views

How to use the SD of a normal sampling distribution to specify the gamma prior for the corresponding precision?

The gamma distribution is a commonly used prior distribution for the precision ($1/sd^2$) of a normal distribution in Bayesian hierarchical modeling. I want to use an informed prior for the variance ...
0
votes
0answers
962 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 <...
7
votes
2answers
455 views

First iteration in MCMC coda chain is different from initial values

I have my jags output object. In order to understand how MCMC coda chains work, I tried to see if first iteration in each MCMC chain is equal to the initial values supplied. And it is different! The ...
5
votes
1answer
267 views

Crazy divergence in mixed model - chains start well but go crazy later

I'm trying to compute a mixed model using jags (R2jags) and I got very strange divergence. The chains started so well, very well according to the results expected (also see ...
5
votes
2answers
2k views

How to model data in jags/bugs generated by taking the minimum of two random variables?

I have been thinking of modeling human timing data using jags where the data comes from an experiment where participants tap in time with a very slow metronome. The data is then a number of ...
2
votes
2answers
4k views

jags missing data error

I am estimating a probit in jags on a time series cross sectional data set (country years) with 5 covariates, 4 of which are lagged, so the first observation for each country will be missing on those ...
13
votes
2answers
5k views

Parameters without defined priors in Stan

I've just started to learn to use Stan and rstan. Unless I've always been confused about how JAGS/BUGS worked, I thought you always had to define a prior ...
0
votes
0answers
740 views

Generating and analyzing predicted data in JAGS

I am trying to model a logistic regression on data predicted from the results of a previous logistic regression, and am having trouble figuring out how to do it, either in OpenBUGS (BRugs) or JAGS (...
9
votes
2answers
2k views

How can I generate a plot similar to that produced by plot.bugs and plot.jags from an mcmc.list? [closed]

R seems to be able to output nice summary plots from the bugs and jags objects generated by the functions R2WinBUGS::bugs and ...
2
votes
1answer
2k views

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-...
1
vote
0answers
687 views

How to sample from the prior predictive distribution in jags? [closed]

Is there an example available of how I can sample from the prior predictive distribution (without data) in jags? I would like to get a better sense for the contribution of the prior in a multilevel ...
6
votes
2answers
3k views

Hierarchical multinomial logit with R/JAGS

I am working on a small project where I have to do a Choice Based Conjoint (CBC) analysis. In order to get the part-worths for the different consumers I need to estimate a hierarchical multinomial ...
5
votes
1answer
3k views

Calculate R-squared with JAGS and R

I have the following model that I am running in JAGS from R: ...
12
votes
1answer
5k views

How to generate predictions with rjags?

I've used rjags to run MCMC on a model, specified in the JAGS language. Is there a good way to extract that model and perform predictions with it (using the posterior distributions of my parameters)? ...
7
votes
1answer
2k views

Tips and tricks for getting good parameter estimates using Bayesian nonlinear regression

I've been playing around with fitting nonlinear models using rjags. Specifically 3 and 4 parameter sigmoid curves, e.g., ...
3
votes
1answer
3k views

JAGS: unobserved parents and intialization

I have a very simple multinomial logistic regression problem; it's a simplified version of the alligator lake/food/size BUGS example. In my case I have (effectively) lake/food and have just stripped ...
13
votes
1answer
5k views

Regularized bayesian logistic regression in JAGS

There are several math-heavy papers that describe the Bayesian Lasso, but I want tested, correct JAGS code that I can use. Could someone post sample BUGS / JAGS code that implements regularized ...
7
votes
1answer
2k views

Bayesian mixed model regression with a between subjects factor

I'm trying to specify a model in JAGS/rjags with one between subjects factor (a, with two levels - Y, N) interacting with one repeated measures continuous variable x plus subject varying slopes and ...
2
votes
1answer
3k views

Problems of specifying constrained parameters in a hierarchical model under JAGS

I'm trying to fit a model under JAGS where I have a response, y, that depends linearly on eight predictors (with no intersect : I'm actually trying to evaluate the share of each socioeconomic statuts ...
5
votes
1answer
868 views

Fitting constrained hierarchical models in JAGS

I have been doing some research on constrained models and have recently read the paper: Gunn and Dunson (2005) "A Transformation Approach for Incorporating Monotone or Unimodel Constraints", ...
1
vote
1answer
443 views

Random effect on scale parameter

I am trying to use random effects on both the location and scale parameters in a lognormal regression. As you can see in the JAGS code below, I am essentially fitting a accelerated failure time model ...
1
vote
2answers
746 views

How do I specify priors for angle parameters in BUGS/JAGS? [closed]

I am writing a hierarchical BUGS model that involves both linear and angle variables. I want the hyper-parameters to be normally distributed, which is straight-forward for the linear variables, but I'...
9
votes
1answer
5k views

Missing values in response variable in JAGS

Gelman & Hill (2006) say: In Bugs, missing outcomes in a regression can be handled easily by simply including the data vector, NA’s and all. Bugs explicitly models the outcome variable, and ...
8
votes
4answers
3k views

Vector multiplication in BUGS and JAGS

In R, c(3,1,0) * c(2,0,1) == c(6,0,0). This is not dot product and it's not cross product. First, what is the name for this product, and second, does it work in WinBUGS, OpenBUGS and/or JAGS?
8
votes
3answers
2k views

Longitudinal models in R and WINBUGS or JAGS

I've tried to use R to fit some longitudinal models, mostly via lmer and nlme packages. However, it seems that many standard ...
2
votes
1answer
3k views

How to combine step(x) and dbern(p) in JAGS/WinBUGS?

The problem involves trying to characterize the probability: P.f = Pd*Pr{t1 < t2} using jags or WinBUGS. The issue is the last term where both t1 and t2 are ...
1
vote
1answer
876 views

Add new distribution to JAGS or OpenBUGS?

I would like model some variables using a distribution that is not neither JAGS' nor OpenBUGS core distributions. Do you know how can I implement it? Thanks.
3
votes
2answers
183 views

How to implement rounding in BUGS in a survey context?

In a traditional filtering context, you'd analyse polls coming in with something like ...
1
vote
0answers
3k views

Using dmnorm in JAGS

I have a question regarding the use of dmnorm in Jags when none of the mean and variance covariance matrix are known and fixed. I keep getting the error "node Q invalid parent value" I am not sure ...
6
votes
1answer
4k views

How do I parameterize a Weibull distribution in JAGS / BUGS?

Based on the answer to a previous question, For which distributions are the parameterizations in BUGS and R different? I have been transforming R parameterizations to JAGS parameterizations, but I ...
4
votes
1answer
767 views

Truncating a posterior predictive distribution in JAGS

I have run into an error associated with truncating a distribution in JAGS. In my minimum reproducible example, I have data for 9 observations and would like to find a posterior predictive ...
1
vote
1answer
516 views

Data and model blocks in JAGS

I am trying to model a function of observed data in JAGS. For example x[i,t]/phi ~ dpois(mu) where x is observed and phi is a parameter in the model. I can't ...
7
votes
1answer
1k views

Quantile regression in JAGS

I am trying to implement a simple quantile regression in R using JAGS: ...
6
votes
1answer
5k views

Ordered logit in JAGS

I am trying to code a simple model with JAGS: ...
2
votes
1answer
172 views

How do I transform a data generation specification in R into a BUGS/JAGS specification

I am at a loss about what the BUGS/JAGS specification of the following should look like. The background is that one person has four measurements taken by four different instruments. Each instrument ...
12
votes
2answers
4k views

How can I set up a zero-inflated poisson in JAGS?

I am trying to set up a zero-inflated poisson model in R and JAGS. I am new to JAGS and I need some guidance on how to do that. I've been trying with the following where y[i] is the observed ...
2
votes
2answers
1k views

How to run JAGS as fast as possible on Mac? [closed]

I am running lots of simulations in JAGS 3.1.0 , which I have compiled from source. I am using a mid-2009 Macbook Pro 13 2.53GHz. Is there any step by step tutorial (from scratch) to compile ATLAS or ...
4
votes
1answer
1k views

A problem using Bayesian modeling to impute a variable measured with error

I'm trying to fit a basic measurement error model (from Wansbeek and Meijer pg. 191), using a Bayesian latent variable model. The model appear to converge, but on the wrong answer. I've tried all ...
1
vote
0answers
709 views

Scaling a distribution in JAGS

If I have the following model y~s*dist(a,b) where s is a constant and dist is a given ...
8
votes
1answer
2k views

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 ...
2
votes
5answers
1k views

Is there a way to continue a R/JAGS MCMC chain that did not converge?

I'm building a series of hierarchical models using R and JAGS, linked using the R2jags library. The runs are fairly long -- from several hours to several days. I've had the sad experience of running ...
0
votes
1answer
216 views

Can an observed variable be the parent of a latent variable in a Bayesian network?

This may be a silly question, but I'm not seeing a clear answer in any of the usual sources. I'm preparing to build a Bayesian model to fit with BUGS/JAGS, currently working through the model logic ...