#' --- #' title: "Regression and Other Stories: Roaches" #' author: "Andrew Gelman, Jennifer Hill, Aki Vehtari" #' date: "`r format(Sys.Date())`" #' output: #' html_document: #' theme: readable #' toc: true #' toc_depth: 2 #' toc_float: true #' code_download: true #' --- #' Analyse the effect of integrated pest management on reducing #' cockroach levels in urban apartments. See Chapter 15 in #' Regression and Other Stories. #' #' ------------- #' #+ setup, include=FALSE knitr::opts_chunk$set(message=FALSE, error=FALSE, warning=FALSE, comment=NA) # switch this to TRUE to save figures in separate files savefigs <- FALSE #' #### Load packages library("rprojroot") root<-has_file(".ROS-Examples-root")$make_fix_file() library("rstanarm") library("brms") library("loo") library("ggplot2") library("bayesplot") theme_set(bayesplot::theme_default(base_family = "sans")) #+ eval=FALSE, include=FALSE # grayscale figures for the book if (savefigs) color_scheme_set(scheme = "gray") #' Set random seed for reproducability SEED <- 3579 #' #### Load data data(roaches) (n <- nrow(roaches)) #' scale the number of roaches by 100 roaches$roach100 <- roaches$roach1 / 100 head(roaches) #' ## Negative-binomial model #' #' negative-binomial model is over-dispersed compared to Poisson #' fit_1 <- stan_glm(y ~ roach100 + treatment + senior, family=neg_binomial_2, offset=log(exposure2), data=roaches, seed=SEED, refresh=0) prior_summary(fit_1) print(fit_1, digits=2) loo_1 <- loo(fit_1) #' #### Graphical posterior predictive checking yrep_1 <- posterior_predict(fit_1) n_sims <- nrow(yrep_1) sims_display <- sample(n_sims, 100) ppc_1 <- ppc_dens_overlay(log10(roaches$y+1), log10(yrep_1[sims_display,]+1))+ xlab('log10(y+1)') + theme(axis.line.y = element_blank()) ppc_1 #' #### Predictive checking with test statistic
#' ppc with proportion of zero counts test statistic ppc_stat(y=roaches$y, yrep=yrep_1, stat=function(y) mean(y==0)) #' or print(mean(roaches$y==0), digits=2) print(mean(yrep_1==0), digits=2) #' #### Predictive checking with test statistic
#' ppc with proportion of counts of 1 test statistic ppc_stat(y=roaches$y, yrep=yrep_1, stat=function(y) mean(y==1)) #' or print(mean(roaches$y==1), digits=2) print(mean(yrep_1==1), digits=2) #' ppc with 95% quantile test statistic ppc_stat(y=roaches$y, yrep=yrep_1, stat=function(y) quantile(y, probs=0.95)) #' ppc with 99% quantile test statistic ppc_stat(y=roaches$y, yrep=yrep_1, stat=function(y) quantile(y, probs=0.99)) #' ppc with max count test statistic ppc_stat(y=roaches$y, yrep=yrep_1, stat=max) #' or print(max(roaches$y), digits=2) print(max(yrep_1), digits=2) #' ## Poisson model #' #' Poisson is a special case of negative-binomial #' fit_2 <- stan_glm(y ~ roach100 + treatment + senior, family=poisson, offset=log(exposure2), data=roaches, seed=SEED, refresh=0) prior_summary(fit_2) print(fit_2, digits=2) loo_2 <- loo(fit_2) loo_compare(loo_1, loo_2) #' #### Graphical posterior predictive checking
#' #' instead of y, we plot log10(y+1) to better show the differences in #' the shape of the predictive distribution yrep_2 <- posterior_predict(fit_2) n_sims <- nrow(yrep_2) sims_display <- sample(n_sims, 100) ppc_2 <- ppc_dens_overlay(log10(roaches$y+1), log10(yrep_2[sims_display,]+1)) + xlim(0,3) + xlab('log10(y+1)') + theme(axis.line.y = element_blank()) ppc_2 #+ eval=FALSE, include=FALSE pbg <- bayesplot_grid(ppc_2, ppc_1, grid_args = list(ncol = 2), titles = c("Poisson", "negative-binomial")) if (savefigs) ggsave(root("Roaches/figs","roaches_ppc_12.pdf"), pbg, height=3, width=9, colormode="gray") #' #### Predictive checking with test statistic
#' test statistic used is the proportion of zero counts ppc_stat(y=roaches$y, yrep=yrep_2, stat=function(y) mean(y==0)) #' or print(mean(roaches$y==0), digits=2) print(mean(yrep_2==0), digits=2) #' ## Zero-inflated negative-binomial model #' #' Zero-inflated negative-binomial model is mixture of two models #' - logistic regression to model the proportion of extra zero counts #' - negative-binomial model #' #' we switch to brms as rstanarm doesn't support zero-inflated #' negative-binomial model roaches$logp1_roach1 <- log(roaches$roach1+1) roaches$log_exposure2 <- log(roaches$exposure2) #+ results='hide' fit_3 <- brm(bf(y ~ logp1_roach1 + treatment + senior + offset(log_exposure2), zi ~ logp1_roach1 + treatment + senior + offset(log_exposure2)), family=zero_inflated_negbinomial(), data=roaches, prior=set_prior("normal(0,1)"), seed=SEED, refresh=500) #+ print(fit_3) loo_3 <- loo(fit_3) loo_compare(loo_1, loo_3) #' #### Graphical posterior predictive checking yrep_3 <- posterior_predict(fit_3) ppc_3 <- ppc_dens_overlay(log10(roaches$y+1), log10(yrep_3[sims_display,]+1))+ xlab('log10(y+1)') + theme(axis.line.y = element_blank()) ppc_3 #+ eval=FALSE, include=FALSE if (savefigs) ggsave(root("Roaches/figs","roaches_ppc_3.pdf"), ppc_3, height=3, width=4.5, colormode="gray") #' #### Predictive checking with test statistic
#' ppc with zero count test statistic ppc_stat(y=roaches$y, yrep=yrep_3, stat=function(y) mean(y==0)) #' or print(mean(roaches$y==0), digits=2) print(mean(yrep_3==0), digits=2) #' ppc with 95% quantile test statistic ppc_stat(y=roaches$y, yrep=yrep_3, stat=function(y) quantile(y, probs=0.95)) #' ppc with 99% quantile test statistic ppc_stat(y=roaches$y, yrep=yrep_3, stat=function(y) quantile(y, probs=0.99)) #' ppc with max count test statistic ppc_stat(y=roaches$y, yrep=yrep_3, stat=max) #' or print(max(roaches$y), digits=2) print(max(yrep_3), digits=2)