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Predictors with Measurement Error in brms Models

Source: R/formula-sp.R
me.Rd

(Soft deprecated) Specify predictors with measurement error. The function does not evaluate its arguments – it exists purely to help set up a model.

Usage

me(x, sdx, gr = NULL)

Arguments

x

The variable measured with error.

sdx

Known measurement error of x treated as standard deviation.

gr

Optional grouping factor to specify which values of x correspond to the same value of the latent variable. If NULL (the default) each observation will have its own value of the latent variable.

Details

For detailed documentation see help(brmsformula). me terms are soft deprecated in favor of the more general and consistent mi terms. By default, latent noise-free variables are assumed to be correlated. To change that, add set_mecor(FALSE) to your model formula object (see examples).

See also

brmsformula, brmsformula-helpers

Examples

# \dontrun{
# sample some data
N <- 100
dat <- data.frame(
  y = rnorm(N), x1 = rnorm(N),
  x2 = rnorm(N), sdx = abs(rnorm(N, 1))
 )
# fit a simple error-in-variables model
fit1 <- brm(y ~ me(x1, sdx) + me(x2, sdx), data = dat,
            save_pars = save_pars(latent = TRUE))
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 5e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.5 seconds.
#> Chain 1: Adjust your expectations accordingly!
#> Chain 1: 
#> Chain 1: 
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#> Chain 1: 
#> Chain 1:  Elapsed Time: 4.034 seconds (Warm-up)
#> Chain 1:                2.172 seconds (Sampling)
#> Chain 1:                6.206 seconds (Total)
#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
#> Chain 2: 
#> Chain 2: Gradient evaluation took 3.9e-05 seconds
#> Chain 2: 1000 transitions using 10 leapfrog steps per transition would take 0.39 seconds.
#> Chain 2: Adjust your expectations accordingly!
#> Chain 2: 
#> Chain 2: 
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#> Chain 2: 
#> Chain 2:  Elapsed Time: 4.003 seconds (Warm-up)
#> Chain 2:                3.632 seconds (Sampling)
#> Chain 2:                7.635 seconds (Total)
#> Chain 2: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 3).
#> Chain 3: 
#> Chain 3: Gradient evaluation took 3.8e-05 seconds
#> Chain 3: 1000 transitions using 10 leapfrog steps per transition would take 0.38 seconds.
#> Chain 3: Adjust your expectations accordingly!
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#> Chain 3: 
#> Chain 3:  Elapsed Time: 3.93 seconds (Warm-up)
#> Chain 3:                2.189 seconds (Sampling)
#> Chain 3:                6.119 seconds (Total)
#> Chain 3: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 4).
#> Chain 4: 
#> Chain 4: Gradient evaluation took 3.9e-05 seconds
#> Chain 4: 1000 transitions using 10 leapfrog steps per transition would take 0.39 seconds.
#> Chain 4: Adjust your expectations accordingly!
#> Chain 4: 
#> Chain 4: 
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#> Chain 4: 
#> Chain 4:  Elapsed Time: 4.008 seconds (Warm-up)
#> Chain 4:                2.28 seconds (Sampling)
#> Chain 4:                6.288 seconds (Total)
#> Chain 4: 
#> 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
summary(fit1)
#>  Family: gaussian 
#>   Links: mu = identity 
#> Formula: y ~ me(x1, sdx) + me(x2, sdx) 
#>    Data: dat (Number of observations: 100) 
#>   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
#> Intercept    -0.03      0.11    -0.25     0.18 1.00     3393     2570
#> mex1sdx       0.35      0.18    -0.00     0.69 1.00     1808     2707
#> mex2sdx      -0.01      0.20    -0.39     0.37 1.00     2100     2972
#> 
#> Further Distributional Parameters:
#>       Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> sigma     1.00      0.08     0.86     1.17 1.00     2503     2446
#> 
#> 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).

# turn off modeling of correlations
bform <- bf(y ~ me(x1, sdx) + me(x2, sdx)) + set_mecor(FALSE)
fit2 <- brm(bform, data = dat, save_pars = save_pars(latent = TRUE))
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 3.8e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.38 seconds.
#> Chain 1: Adjust your expectations accordingly!
#> Chain 1: 
#> Chain 1: 
#> Chain 1: Iteration:    1 / 2000 [  0%]  (Warmup)
#> Chain 1: Iteration:  200 / 2000 [ 10%]  (Warmup)
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#> Chain 1: Iteration: 1800 / 2000 [ 90%]  (Sampling)
#> Chain 1: Iteration: 2000 / 2000 [100%]  (Sampling)
#> Chain 1: 
#> Chain 1:  Elapsed Time: 3.734 seconds (Warm-up)
#> Chain 1:                2.032 seconds (Sampling)
#> Chain 1:                5.766 seconds (Total)
#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
#> Chain 2: 
#> Chain 2: Gradient evaluation took 3.3e-05 seconds
#> Chain 2: 1000 transitions using 10 leapfrog steps per transition would take 0.33 seconds.
#> Chain 2: Adjust your expectations accordingly!
#> Chain 2: 
#> Chain 2: 
#> Chain 2: Iteration:    1 / 2000 [  0%]  (Warmup)
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#> Chain 2: 
#> Chain 2:  Elapsed Time: 3.546 seconds (Warm-up)
#> Chain 2:                1.998 seconds (Sampling)
#> Chain 2:                5.544 seconds (Total)
#> Chain 2: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 3).
#> Chain 3: 
#> Chain 3: Gradient evaluation took 3.4e-05 seconds
#> Chain 3: 1000 transitions using 10 leapfrog steps per transition would take 0.34 seconds.
#> Chain 3: Adjust your expectations accordingly!
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#> Chain 3: 
#> Chain 3:  Elapsed Time: 3.461 seconds (Warm-up)
#> Chain 3:                2.187 seconds (Sampling)
#> Chain 3:                5.648 seconds (Total)
#> Chain 3: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 4).
#> Chain 4: 
#> Chain 4: Gradient evaluation took 3.3e-05 seconds
#> Chain 4: 1000 transitions using 10 leapfrog steps per transition would take 0.33 seconds.
#> Chain 4: Adjust your expectations accordingly!
#> Chain 4: 
#> Chain 4: 
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#> Chain 4: Iteration: 2000 / 2000 [100%]  (Sampling)
#> Chain 4: 
#> Chain 4:  Elapsed Time: 3.508 seconds (Warm-up)
#> Chain 4:                2.001 seconds (Sampling)
#> Chain 4:                5.509 seconds (Total)
#> Chain 4: 
#> 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
summary(fit2)
#>  Family: gaussian 
#>   Links: mu = identity 
#> Formula: y ~ me(x1, sdx) + me(x2, sdx) 
#>    Data: dat (Number of observations: 100) 
#>   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
#> Intercept    -0.03      0.10    -0.23     0.17 1.00     3560     3154
#> mex1sdx       0.35      0.17     0.01     0.68 1.00     2007     2790
#> mex2sdx      -0.00      0.19    -0.37     0.38 1.00     1940     2717
#> 
#> Further Distributional Parameters:
#>       Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
#> sigma     1.00      0.08     0.86     1.17 1.00     3077     2533
#> 
#> 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).
# }