如何为 stan 数据块指定预测矩阵？

Question

尊敬的 Whosebug 社区。我想在我的 stan 模型中使用变量 w1 到 w10 作为预测矩阵 matrix[N, W] weights;。我不确定如何实现。

数据框

(dat <- data.frame(
id = c(1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4),
imput = c(1, 2, 3, 4, 5, 1, 2, 3, 4, 5, 1, 2, 3, 4, 5, 1, 2, 3, 4, 5),
A = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
B = c(1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0),
Pass = c(278, 278, 278, 278, 278, 100, 100, 100, 100, 100, 153, 153, 153, 153, 153, 79, 79, 79, 79, 79), 
Fail = c(740, 743, 742, 743, 740, 7581, 7581, 7581, 7581, 7581, 1231, 1232, 1235, 1235, 1232, 1731, 1732, 1731, 1731, 1731), 
W_1= c(4, 3, 4, 3, 3, 1, 2, 1, 2, 1, 12, 12, 11, 12, 12, 3, 5, 3, 3, 3),
W_2= c(3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 12, 12, 12, 12, 12, 3, 3, 3, 3, 3),
W_3= c(4, 3, 3, 3, 3, 1, 2, 1, 1, 1, 12, 12, 11, 12, 12, 3, 3, 3, 3, 3),
W_4= c(3, 3, 4, 3, 3, 1, 1, 1, 2, 1, 12, 12, 13, 12, 12, 3, 2, 3, 3, 3),
W_5= c(3, 3, 3, 3, 3, 1, 0, 1, 1, 1, 12, 12, 12, 12, 12, 3, 3, 3, 3, 3),
W_6= c(4, 3, 3, 3, 3, 1, 1, 1, 1, 1, 12, 12, 12, 12, 12, 3, 3, 3, 3, 3),
W_7= c(3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 12, 12, 12, 12, 12, 3, 3, 3, 3, 3),
W_8= c(3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 15, 12, 12, 12, 12, 3, 3, 3, 3, 3),
W_9= c(3, 3, 3, 4, 3, 1, 1, 1, 1, 1, 12, 12, 12, 12, 12, 2, 3, 3, 3, 3),
W_10= c(3, 3, 4, 3, 3, 1, 1, 1, 1, 1, 12, 10, 12, 12, 12, 3, 3, 3, 3, 3)
      ))

正在创建列表

N <- nrow(dat)
ncases <- dat$Pass
nn <- dat$Fail + dat$Pass
A <- dat$A
B <- dat$B
id <- dat$id
imput <- dat$imput
w_1 <- dat$W_1
w_2 <- dat$W_2
w_3 <- dat$W_3
w_4 <- dat$W_4
w_5 <- dat$W_5
w_6 <- dat$W_6
w_7 <- dat$W_7
w_8 <- dat$W_8
w_9 <- dat$W_9
w_10 <- dat$W_10

dat1 <- list (N = N, 
ncases = ncases, A = A, B = B, id = id, P = imput, nn = nn, 
w1 = w_1, w2 = w_2, w3 = w_3, w4 = w_4, w5 = w_5,
w6 = w_6, w7 = w_7, w8 = w_8, w9 = w_9, w10 = w_10)

数据块

data{
int N;                              // number of observations
int ncases[N];                        // independent variable 
int A[N];                                 // independent variable 
int B[N];                                 // independent variable 
int nn[N];                              // independent variable 
int id[N];                                //individual id
int W[N];                                //vector of weights
int P[N];                             // number of imputations
matrix[N, W] weights;                           // design matrix of weights 
}

提前感谢您的帮助。

Answer 1

如果数据块中的 W 实际上是一个 int（而不是一个向量；即 W 是 weights 中的列数），那么我希望这个做你需要的：

dat1 <- list (N = N, 
          ncases = ncases, A = A, B = B, id = id, P = imput, nn = nn, W = 10,
          weights = cbind(w_1, w_2, w_3, w_4, w_5, w_6, w_7, w_8, w_9, w_10))

如何为 stan 数据块指定预测矩阵？

How to specify predictor matrix for stan data block?

r

matrix

dataframe

stan

rstan

数据框

正在创建列表

数据块