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Specify predictor term with missing values in brms. The function does not evaluate its arguments – it exists purely to help set up a model. For documentation on how to specify missing values in response variables, see resp_mi.

Usage

mi(x, idx = NA)

Arguments

x

The variable containing missing values.

idx

An optional variable containing indices of observations in `x` that are to be used in the model. This is mostly relevant in partially subsetted models (via resp_subset) but may also have other applications that I haven't thought of.

Details

For detailed documentation see help(brmsformula).

See also

Examples

# \dontrun{
data("nhanes", package = "mice")
N <- nrow(nhanes)

# simple model with missing data
bform1 <- bf(bmi | mi() ~ age * mi(chl)) +
  bf(chl | mi() ~ age) +
  set_rescor(FALSE)

fit1 <- brm(bform1, data = nhanes)
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 1.5e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.15 seconds.
#> Chain 1: Adjust your expectations accordingly!
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#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
#> Chain 2: 
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summary(fit1)
#>  Family: MV(gaussian, gaussian) 
#>   Links: mu = identity
#>          mu = identity 
#> Formula: bmi | mi() ~ age * mi(chl) 
#>          chl | mi() ~ age 
#>    Data: nhanes (Number of observations: 25) 
#>   Draws: 4 chains, each with iter = 2000; warmup = 1000; thin = 1;
#>          total post-warmup draws = 4000
#> 
#> Regression Coefficients:
#>               Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> bmi_Intercept    13.45      9.03    -3.98    31.45 1.00     1898     2162
#> chl_Intercept   136.50     22.24    91.67   180.58 1.00     3128     2917
#> bmi_age          -4.47      5.86   -16.50     6.89 1.00     1518     1869
#> chl_age          31.62     11.47     8.85    54.58 1.00     3241     3097
#> bmi_michl         0.12      0.05     0.03     0.21 1.00     2133     2491
#> bmi_michl:age    -0.01      0.03    -0.06     0.05 1.00     1617     1903
#> 
#> Further Distributional Parameters:
#>           Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> sigma_bmi     3.28      0.74     2.17     5.05 1.00     1796     2037
#> sigma_chl    36.88      6.86    26.15    53.42 1.00     2295     2803
#> 
#> Draws were sampled using sampling(NUTS). For each parameter, Bulk_ESS
#> and Tail_ESS are effective sample size measures, and Rhat is the potential
#> scale reduction factor on split chains (at convergence, Rhat = 1).
plot(conditional_effects(fit1, resp = "bmi"), ask = FALSE)



loo(fit1, newdata = na.omit(fit1$data))
#> Warning: Found 2 observations with a pareto_k > 0.7 in model 'fit1'. We recommend to set 'moment_match = TRUE' in order to perform moment matching for problematic observations. 
#> 
#> Computed from 4000 by 13 log-likelihood matrix.
#> 
#>          Estimate  SE
#> elpd_loo   -105.5 4.8
#> p_loo         6.9 1.9
#> looic       210.9 9.5
#> ------
#> MCSE of elpd_loo is NA.
#> MCSE and ESS estimates assume MCMC draws (r_eff in [0.4, 0.8]).
#> 
#> Pareto k diagnostic values:
#>                          Count Pct.    Min. ESS
#> (-Inf, 0.7]   (good)     11    84.6%   747     
#>    (0.7, 1]   (bad)       2    15.4%   <NA>    
#>    (1, Inf)   (very bad)  0     0.0%   <NA>    
#> See help('pareto-k-diagnostic') for details.

# simulate some measurement noise
nhanes$se <- rexp(N, 2)

# measurement noise can be handled within 'mi' terms
# with or without the presence of missing values
bform2 <- bf(bmi | mi() ~ age * mi(chl)) +
  bf(chl | mi(se) ~ age) +
  set_rescor(FALSE)

fit2 <- brm(bform2, data = nhanes)
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 1.8e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.18 seconds.
#> Chain 1: Adjust your expectations accordingly!
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#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
#> Chain 2: 
#> Chain 2: Gradient evaluation took 4.3e-05 seconds
#> Chain 2: 1000 transitions using 10 leapfrog steps per transition would take 0.43 seconds.
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#> Chain 2: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 3).
#> Chain 3: 
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#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 4).
#> Chain 4: 
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#> Chain 4:                2.783 seconds (Total)
#> Chain 4: 
#> Warning: There were 6 divergent transitions after warmup. See
#> https://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
#> to find out why this is a problem and how to eliminate them.
#> Warning: Examine the pairs() plot to diagnose sampling problems

summary(fit2)
#> Warning: There were 6 divergent transitions after warmup. Increasing adapt_delta above 0.8 may help. See http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
#>  Family: MV(gaussian, gaussian) 
#>   Links: mu = identity
#>          mu = identity 
#> Formula: bmi | mi() ~ age * mi(chl) 
#>          chl | mi(se) ~ age 
#>    Data: nhanes (Number of observations: 25) 
#>   Draws: 4 chains, each with iter = 2000; warmup = 1000; thin = 1;
#>          total post-warmup draws = 4000
#> 
#> Regression Coefficients:
#>               Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> bmi_Intercept    13.48      9.04    -4.31    31.41 1.00     2293     2045
#> chl_Intercept   137.46     22.50    91.23   180.96 1.00     3154     2853
#> bmi_age          -4.57      5.73   -16.17     6.50 1.00     1984     2299
#> chl_age          31.29     11.57     9.00    55.20 1.00     3214     2846
#> bmi_michl         0.12      0.05     0.03     0.21 1.00     2312     1650
#> bmi_michl:age    -0.01      0.03    -0.06     0.05 1.00     2027     2244
#> 
#> Further Distributional Parameters:
#>           Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> sigma_bmi     3.30      0.75     2.19     5.07 1.00     1615     2494
#> sigma_chl    36.85      6.55    26.42    52.21 1.00     2828     2360
#> 
#> Draws were sampled using sampling(NUTS). For each parameter, Bulk_ESS
#> and Tail_ESS are effective sample size measures, and Rhat is the potential
#> scale reduction factor on split chains (at convergence, Rhat = 1).
plot(conditional_effects(fit2, resp = "bmi"), ask = FALSE)




# 'mi' terms can also be used when some responses are subsetted
nhanes$sub <- TRUE
nhanes$sub[1:2] <- FALSE
nhanes$id <- 1:N
nhanes$idx <- sample(3:N, N, TRUE)

# this requires the addition term 'index' being specified
# in the subsetted part of the model
bform3 <- bf(bmi | mi() ~ age * mi(chl, idx)) +
  bf(chl | mi(se) + subset(sub) + index(id) ~ age) +
  set_rescor(FALSE)

fit3 <- brm(bform3, data = nhanes)
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 1.7e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.17 seconds.
#> Chain 1: Adjust your expectations accordingly!
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#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
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#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 3).
#> Chain 3: 
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#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 4).
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#> Chain 4:                3.031 seconds (Total)
#> Chain 4: 
#> Warning: There were 2 divergent transitions after warmup. See
#> https://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
#> to find out why this is a problem and how to eliminate them.
#> Warning: Examine the pairs() plot to diagnose sampling problems
#> Warning: The largest R-hat is 1.53, indicating chains have not mixed.
#> Running the chains for more iterations may help. See
#> https://mc-stan.org/misc/warnings.html#r-hat
#> Warning: Bulk Effective Samples Size (ESS) is too low, indicating posterior means and medians may be unreliable.
#> Running the chains for more iterations may help. See
#> https://mc-stan.org/misc/warnings.html#bulk-ess
#> Warning: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
#> Running the chains for more iterations may help. See
#> https://mc-stan.org/misc/warnings.html#tail-ess

summary(fit3)
#> Warning: Inference for the model posterior has not converged (some Rhats are > 1.05). Be careful when analysing the results! We recommend running more iterations or setting stronger priors.
#> Warning: There were 2 divergent transitions after warmup. Increasing adapt_delta above 0.8 may help. See http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
#>  Family: MV(gaussian, gaussian) 
#>   Links: mu = identity
#>          mu = identity 
#> Formula: bmi | mi() ~ age * mi(chl, idx) 
#>          chl | mi(se) + subset(sub) + index(id) ~ age 
#>    Data: nhanes (Number of observations: 25) 
#>   Draws: 4 chains, each with iter = 2000; warmup = 1000; thin = 1;
#>          total post-warmup draws = 4000
#> 
#> Regression Coefficients:
#>                  Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> bmi_Intercept       19.71     17.80   -17.06    54.62 1.03      365     1085
#> chl_Intercept      112.63     82.81  -118.55   196.65 1.38       11       30
#> bmi_age             -7.77     10.89   -30.00    12.52 1.01      691     1095
#> chl_age             15.96     32.92   -73.98    67.69 1.24      105       30
#> bmi_michlidx         0.07      0.10    -0.13     0.27 1.03      484      951
#> bmi_michlidx:age     0.03      0.06    -0.08     0.15 1.01      668     1093
#> 
#> Further Distributional Parameters:
#>           Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> sigma_bmi     3.75      0.92     2.40     5.82 1.01     1164     1664
#> sigma_chl    75.96     65.64    29.15   229.88 1.53        7       31
#> 
#> Draws were sampled using sampling(NUTS). For each parameter, Bulk_ESS
#> and Tail_ESS are effective sample size measures, and Rhat is the potential
#> scale reduction factor on split chains (at convergence, Rhat = 1).
plot(conditional_effects(fit3, resp = "bmi"), ask = FALSE)
#> Error in .frame_index.brmsterms(X[[i]], ...): Index of response 'chl' contains duplicated values.
# }