有问题的 `rstanarm::stan_lmer` - 无效的内部子集化
Problematic `rstanarm::stan_lmer` - invalid internal subsetting
我 运行 遇到以下问题，这似乎与 rstanarm 中完成的子集化有关。参见 this related problem
Error in xj[i] : invalid subscript type 'list'
可重现的例子：
library(stringi)
library(data.table)
library(Matrix)
library(rstanarm)
library(parallel)
options(mc.cores = 4)
set.seed(1423L)
# outcome variable is two level Gausian
n_grps <- 20
n_obs <- 100
theta_j <- as.list(rnorm(n_grps))
y_ij <- do.call("c", lapply(theta_j, function(j) {rnorm(n_obs, j)}))
# three indepdendent vars -- two random slopes and one fixed effect
x1 <- rep(rep(1:5, n_obs / 5), n_grps)
x2 <- rep(rep(5:1, n_obs / 5), n_grps)
x3 <- rnorm(n_grps * n_obs, mean = 10, sd= 10)
my_grps <- stringi::stri_rand_strings(n= n_grps, length= 10)
dt <- data.table(y_ij, grps= my_grps,
x1=x1, x2=x2, x3=x3)
# Error in xj[i] : invalid subscript type 'list'
mod1 <- rstanarm::stan_lmer(
formula= y_ij ~ x3 + (x1 + x2 | grps),
data= dt, gaussian(link = "identity"),
prior= normal(), prior_intercept= normal(),
chains= 4, cores= 4, seed= 134L)
运行环境
玩具示例 运行 Mac OSX 10.13.3
Linux CentOS 7
上的玩具示例和真实数据
Mac
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.3
Matrix products: default
BLAS: /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods base
other attached packages:
[1] rstanarm_2.17.3 Rcpp_0.12.15 Matrix_1.2-12 data.table_1.10.4-3 stringi_1.1.6
loaded via a namespace (and not attached):
[1] lattice_0.20-35 zoo_1.8-1 gtools_3.5.0 assertthat_0.2.0 digest_0.6.15 mime_0.5
[7] R6_2.2.2 plyr_1.8.4 stats4_3.4.3 ggplot2_2.2.1 colourpicker_1.0 pillar_1.1.0
[13] rlang_0.1.6 lazyeval_0.2.1 minqa_1.2.4 miniUI_0.1.1 nloptr_1.0.4 DT_0.4
[19] shinythemes_1.1.1 splines_3.4.3 shinyjs_1.0 lme4_1.1-15 stringr_1.2.0 loo_1.1.0
[25] htmlwidgets_1.0 igraph_1.1.2 munsell_0.4.3 shiny_1.0.5 compiler_3.4.3 httpuv_1.3.5
[31] rstan_2.17.3 pkgconfig_2.0.1 base64enc_0.1-3 rstantools_1.4.0 htmltools_0.3.6 tibble_1.4.2
[37] gridExtra_2.3 codetools_0.2-15 matrixStats_0.53.1 threejs_0.3.1 dplyr_0.7.4 MASS_7.3-47
[43] grid_3.4.3 nlme_3.1-131 xtable_1.8-2 gtable_0.2.0 magrittr_1.5 StanHeaders_2.17.2
[49] scales_0.5.0 reshape2_1.4.3 bindrcpp_0.2 dygraphs_1.1.1.4 xts_0.10-1 tools_3.4.3
[55] glue_1.2.0 shinystan_2.4.0 markdown_0.8 crosstalk_1.0.0 survival_2.41-3 rsconnect_0.8.5
[61] yaml_2.1.16 inline_0.3.14 colorspace_1.3-2 bayesplot_1.4.0 bindr_0.1
Linux 中央操作系统
R > sessionInfo()
R version 3.4.1 (2017-06-30)
Platform: x86_64-redhat-linux-gnu (64-bit)
Running under: CentOS Linux 7 (Core)
Matrix products: default
BLAS/LAPACK: /usr/local/lib/libtatlas.so
Matrix products: default
BLAS/LAPACK: /usr/local/lib/libtatlas.so
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods
[8] base
other attached packages:
[1] rstanarm_2.17.2 Rcpp_0.12.13 Matrix_1.2-10
[4] data.table_1.10.4-3 stringi_1.1.6
loaded via a namespace (and not attached):
[1] lattice_0.20-35 zoo_1.8-0 gtools_3.5.0 assertthat_0.2.0
[5] digest_0.6.12 mime_0.5 R6_2.2.2 plyr_1.8.4
[9] stats4_3.4.1 ggplot2_2.2.1 colourpicker_1.0 rlang_0.1.2
[13] lazyeval_0.2.1 minqa_1.2.4 miniUI_0.1.1 nloptr_1.0.4
[17] DT_0.2 shinythemes_1.1.1 splines_3.4.1 shinyjs_1.0
[21] lme4_1.1-14 stringr_1.2.0 htmlwidgets_0.9 loo_1.1.0
[25] igraph_1.1.2 munsell_0.4.3 shiny_1.0.5 compiler_3.4.1
[29] httpuv_1.3.5 rstan_2.17.2 pkgconfig_2.0.1 base64enc_0.1-3
[33] rstantools_1.4.0 htmltools_0.3.6 tibble_1.3.4 gridExtra_2.3
[37] codetools_0.2-15 matrixStats_0.52.2 threejs_0.3.1 dplyr_0.7.4
[41] MASS_7.3-47 grid_3.4.1 nlme_3.1-131 xtable_1.8-2
[45] gtable_0.2.0 magrittr_1.5 StanHeaders_2.17.1 scales_0.5.0
[49] reshape2_1.4.2 bindrcpp_0.2 fbr_1.19.14 dygraphs_1.1.1.4
[53] xts_0.10-0 tools_3.4.1 glue_1.2.0 shinystan_2.4.0
[57] markdown_0.8 crosstalk_1.0.0 survival_2.41-3 rsconnect_0.8.5
[61] inline_0.3.14 colorspace_1.3-2 bayesplot_1.4.0 bindr_0.1
交叉报告为 github 问题：https://github.com/stan-dev/rstanarm/issues/254
发生这种情况是因为您在对 stan_lmer 的调用中有一个流氓参数，该参数是按位置计算的：
mod1 <- rstanarm::stan_lmer(formula= y_ij ~ x3 + (x1 + x2 | grps), data= dt,
gaussian(link = "identity"), # this is interpreted as subset, not family!
prior= normal(), prior_intercept= normal(), chains= 4, cores= 4, seed= 134L)
stan_lmer 函数没有 family 参数，因为可能性隐含地 hard-coded 为 family = gaussian(link = "identity")。相反，stan_lmer 的第三个参数是 subset，当它试图将 gaussian 生成的列表解释为要包括哪些观察结果（错误消息不是很好，但它来自 stats::model.frame 而不是 rstanarm 命名空间中的任何内容，所以我对此无能为力）。
要解决此问题，只需从对 stan_lmer 的调用中删除 gaussian(link = "identity")。
我 运行 遇到以下问题，这似乎与 rstanarm 中完成的子集化有关。参见 this related problem
Error in xj[i] : invalid subscript type 'list'
可重现的例子：
library(stringi)
library(data.table)
library(Matrix)
library(rstanarm)
library(parallel)
options(mc.cores = 4)
set.seed(1423L)
# outcome variable is two level Gausian
n_grps <- 20
n_obs <- 100
theta_j <- as.list(rnorm(n_grps))
y_ij <- do.call("c", lapply(theta_j, function(j) {rnorm(n_obs, j)}))
# three indepdendent vars -- two random slopes and one fixed effect
x1 <- rep(rep(1:5, n_obs / 5), n_grps)
x2 <- rep(rep(5:1, n_obs / 5), n_grps)
x3 <- rnorm(n_grps * n_obs, mean = 10, sd= 10)
my_grps <- stringi::stri_rand_strings(n= n_grps, length= 10)
dt <- data.table(y_ij, grps= my_grps,
x1=x1, x2=x2, x3=x3)
# Error in xj[i] : invalid subscript type 'list'
mod1 <- rstanarm::stan_lmer(
formula= y_ij ~ x3 + (x1 + x2 | grps),
data= dt, gaussian(link = "identity"),
prior= normal(), prior_intercept= normal(),
chains= 4, cores= 4, seed= 134L)
运行环境
玩具示例 运行 Mac OSX 10.13.3 Linux CentOS 7
上的玩具示例和真实数据Mac
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.3
Matrix products: default
BLAS: /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods base
other attached packages:
[1] rstanarm_2.17.3 Rcpp_0.12.15 Matrix_1.2-12 data.table_1.10.4-3 stringi_1.1.6
loaded via a namespace (and not attached):
[1] lattice_0.20-35 zoo_1.8-1 gtools_3.5.0 assertthat_0.2.0 digest_0.6.15 mime_0.5
[7] R6_2.2.2 plyr_1.8.4 stats4_3.4.3 ggplot2_2.2.1 colourpicker_1.0 pillar_1.1.0
[13] rlang_0.1.6 lazyeval_0.2.1 minqa_1.2.4 miniUI_0.1.1 nloptr_1.0.4 DT_0.4
[19] shinythemes_1.1.1 splines_3.4.3 shinyjs_1.0 lme4_1.1-15 stringr_1.2.0 loo_1.1.0
[25] htmlwidgets_1.0 igraph_1.1.2 munsell_0.4.3 shiny_1.0.5 compiler_3.4.3 httpuv_1.3.5
[31] rstan_2.17.3 pkgconfig_2.0.1 base64enc_0.1-3 rstantools_1.4.0 htmltools_0.3.6 tibble_1.4.2
[37] gridExtra_2.3 codetools_0.2-15 matrixStats_0.53.1 threejs_0.3.1 dplyr_0.7.4 MASS_7.3-47
[43] grid_3.4.3 nlme_3.1-131 xtable_1.8-2 gtable_0.2.0 magrittr_1.5 StanHeaders_2.17.2
[49] scales_0.5.0 reshape2_1.4.3 bindrcpp_0.2 dygraphs_1.1.1.4 xts_0.10-1 tools_3.4.3
[55] glue_1.2.0 shinystan_2.4.0 markdown_0.8 crosstalk_1.0.0 survival_2.41-3 rsconnect_0.8.5
[61] yaml_2.1.16 inline_0.3.14 colorspace_1.3-2 bayesplot_1.4.0 bindr_0.1
Linux 中央操作系统
R > sessionInfo()
R version 3.4.1 (2017-06-30)
Platform: x86_64-redhat-linux-gnu (64-bit)
Running under: CentOS Linux 7 (Core)
Matrix products: default
BLAS/LAPACK: /usr/local/lib/libtatlas.so
Matrix products: default
BLAS/LAPACK: /usr/local/lib/libtatlas.so
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods
[8] base
other attached packages:
[1] rstanarm_2.17.2 Rcpp_0.12.13 Matrix_1.2-10
[4] data.table_1.10.4-3 stringi_1.1.6
loaded via a namespace (and not attached):
[1] lattice_0.20-35 zoo_1.8-0 gtools_3.5.0 assertthat_0.2.0
[5] digest_0.6.12 mime_0.5 R6_2.2.2 plyr_1.8.4
[9] stats4_3.4.1 ggplot2_2.2.1 colourpicker_1.0 rlang_0.1.2
[13] lazyeval_0.2.1 minqa_1.2.4 miniUI_0.1.1 nloptr_1.0.4
[17] DT_0.2 shinythemes_1.1.1 splines_3.4.1 shinyjs_1.0
[21] lme4_1.1-14 stringr_1.2.0 htmlwidgets_0.9 loo_1.1.0
[25] igraph_1.1.2 munsell_0.4.3 shiny_1.0.5 compiler_3.4.1
[29] httpuv_1.3.5 rstan_2.17.2 pkgconfig_2.0.1 base64enc_0.1-3
[33] rstantools_1.4.0 htmltools_0.3.6 tibble_1.3.4 gridExtra_2.3
[37] codetools_0.2-15 matrixStats_0.52.2 threejs_0.3.1 dplyr_0.7.4
[41] MASS_7.3-47 grid_3.4.1 nlme_3.1-131 xtable_1.8-2
[45] gtable_0.2.0 magrittr_1.5 StanHeaders_2.17.1 scales_0.5.0
[49] reshape2_1.4.2 bindrcpp_0.2 fbr_1.19.14 dygraphs_1.1.1.4
[53] xts_0.10-0 tools_3.4.1 glue_1.2.0 shinystan_2.4.0
[57] markdown_0.8 crosstalk_1.0.0 survival_2.41-3 rsconnect_0.8.5
[61] inline_0.3.14 colorspace_1.3-2 bayesplot_1.4.0 bindr_0.1
交叉报告为 github 问题：https://github.com/stan-dev/rstanarm/issues/254
发生这种情况是因为您在对 stan_lmer 的调用中有一个流氓参数，该参数是按位置计算的：
mod1 <- rstanarm::stan_lmer(formula= y_ij ~ x3 + (x1 + x2 | grps), data= dt,
gaussian(link = "identity"), # this is interpreted as subset, not family!
prior= normal(), prior_intercept= normal(), chains= 4, cores= 4, seed= 134L)
stan_lmer 函数没有 family 参数，因为可能性隐含地 hard-coded 为 family = gaussian(link = "identity")。相反，stan_lmer 的第三个参数是 subset，当它试图将 gaussian 生成的列表解释为要包括哪些观察结果（错误消息不是很好，但它来自 stats::model.frame 而不是 rstanarm 命名空间中的任何内容，所以我对此无能为力）。
要解决此问题，只需从对 stan_lmer 的调用中删除 gaussian(link = "identity")。