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Multilevel logistic regression in STAN
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// random effects covariances from | |
// https://github.com/vasishth/StanJAGSexamples/blob/master/FrankEtAlCogSci2015/FTVCogSciProficiency.Stan | |
data { | |
int<lower=1> N; // Number of observations | |
int<lower=1> J; // Number of subjects | |
int<lower=1> K; // Number of predictors | |
int<lower=1,upper=J> id[N]; // Subject ids | |
real xInt[N]; // ISI vector | |
real<lower=-0.5,upper=0.5> xCond[N]; // Condition vector | |
real xIntByCond[N]; // Interaction vector | |
int<lower=0, upper=1> y[N]; // Outcomes specified as 0s and 1s | |
} | |
parameters { | |
vector[K] beta; // fixed effects | |
vector<lower=0,upper=10>[K] sigma_u; // SDs for raneffs | |
// Correlation matrix for random intercepts and slopes | |
cholesky_factor_corr[K] L_u; | |
matrix[K,J] z_u; // Random effects | |
} | |
transformed parameters{ | |
// These are only useful in transforming random effects to "random coefficients" | |
matrix[J,K] u; // Random effects | |
vector[J] u_int; | |
vector[J] u_isi; | |
vector[J] u_con; | |
vector[J] u_iXc; | |
u <- (diag_pre_multiply(sigma_u,L_u)*z_u)'; | |
for (i in 1:J){ | |
u_int[i] <- u[i,1] + beta[1]; | |
u_isi[i] <- u[i,2] + beta[2]; | |
u_con[i] <- u[i,3] + beta[3]; | |
u_iXc[i] <- u[i,4] + beta[4]; | |
} | |
} | |
model{ | |
real mu[N]; // Mean of likelihood | |
beta[1] ~ normal(0, 10); // Fix intercept prior | |
beta[2] ~ normal(0, 10); // Fix ISI prior | |
beta[3] ~ normal(0, 10); // Fix Condition prior | |
beta[4] ~ normal(0, 10); // Fix interaction prior | |
L_u ~ lkj_corr_cholesky(2.0); // Ranef prior | |
to_vector(z_u) ~ normal(0,1); | |
for (n in 1:N) | |
mu[n] <- (beta[1] + u[id[n],1]) + | |
(beta[2] + u[id[n],2]) * xInt[n] + | |
(beta[3] + u[id[n],3]) * xCond[n] + | |
(beta[4] + u[id[n],4]) * xIntByCond[n]; | |
y ~ bernoulli_logit(mu); | |
} |
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