Bolstad2 (version 1.0-29)

hierMeanReg: Hierarchical Normal Means Regression Model

Description

fits a hierarchical normal model of the form \(E[y_{ij}] = \mu_{j} + \beta_{1}x_{i1}+\dots+\beta_{p}x_{ip}\)

Usage

hierMeanReg(
  design,
  priorTau,
  priorPsi,
  priorVar,
  priorBeta = NULL,
  steps = 1000,
  startValue = NULL,
  randomSeed = NULL
)

Arguments

design

a list with elements y = response vector, group = grouping vector, x = matrix of covariates or NULL if there are no covariates

priorTau

a list with elements tau0 and v0

priorPsi

a list with elements psi0 and eta0

priorVar

a list with elements s0 and kappa0

priorBeta

a list with elements b0 and bMat or NULL if x is NULL

steps

the number of Gibbs sampling steps to take

startValue

a list with possible elements tau, psi, mu, sigmasq and beta. tau, psi and sigmasq must all be scalars. mu and beta must be vectors with as many elements as there are groups and covariates respectively

randomSeed

a random seed for the random number generator

Value

A data frame with variables:

tau

Samples from the posterior distribution of tau

psi

Samples from the posterior distribution of psi

mu

Samples from the posterior distribution of mu

beta

Samples from the posterior distribution of beta if there are any covariates

sigmaSq

Samples from the posterior distribution of \(\sigma^2\)

sigma

Samples from the posterior distribution of sigma

Examples

# NOT RUN {
priorTau = list(tau0 = 0, v0 = 1000)
priorPsi = list(psi0 = 500, eta0 = 1)
priorVar = list(s0 = 500, kappa0 = 1)
priorBeta = list(b0 = c(0,0), bMat = matrix(c(1000,100,100,1000), ncol = 2))

data(hiermeanRegTest.df)
data.df = hiermeanRegTest.df
design = list(y = data.df$y, group = data.df$group,
               x = as.matrix(data.df[,3:4]))
r=hierMeanReg(design, priorTau, priorPsi, priorVar, priorBeta)

oldPar = par(mfrow = c(3,3))
plot(density(r$tau))
plot(density(r$psi))
plot(density(r$mu.1))
plot(density(r$mu.2))
plot(density(r$mu.3))
plot(density(r$beta.1))
plot(density(r$beta.2))
plot(density(r$sigmaSq))
par(oldPar)

## example with no covariates
priorTau = list(tau0 = 0, v0 = 1000)
priorPsi = list(psi0 = 500, eta0 = 1)
priorVar = list(s0 = 500, kappa0 = 1)

data(hiermeanRegTest.df)
data.df = hiermeanRegTest.df
design = list(y = data.df$y, group = data.df$group, x = NULL)
r=hierMeanReg(design, priorTau, priorPsi, priorVar)

oldPar = par(mfrow = c(3,2))
plot(density(r$tau))
plot(density(r$psi))
plot(density(r$mu.1))
plot(density(r$mu.2))
plot(density(r$mu.3))
plot(density(r$sigmaSq))
par(oldPar)


# }