Created
April 14, 2014 10:25
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brand score estimation toy model with bayesian logistic regression
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model { | |
for (i in 1:N) { | |
y[i] ~ dbern(p[i]) | |
for (j in 1:K) { | |
q[i,j] <- b[j]*x[i,j] | |
} | |
logit(p[i]) <- a+sum(q[i,1:K]) | |
} | |
a ~ dnorm(a_mu,a_tau) | |
b[1] ~ dnorm(0,1.0) | |
b[2] ~ dnorm(0,1.0) | |
} |
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library(R2WinBUGS) | |
library(coda) | |
setwd("~/R") | |
eps <- 1.0E-4 | |
N <- 10 | |
K <- 2 | |
data1 <- list( | |
x=cbind( | |
c(100,120,90,100,80,70,200,100,150,110), | |
c(0,1,0,1,0,0,1,0,0,0) | |
), | |
y=c(0,1,0,1,0,1,1,1,0,0), | |
a_mu=0.5, | |
a_tau=1.0, | |
N=N,K=K) | |
data2 <- list( | |
x=cbind( | |
c(100,120,90,100,80,70,200,100,150,110), | |
c(0,1,0,1,0,0,1,0,0,0) | |
), | |
y=c(1,0,1,0,1,1,0,0,1,1), | |
a_mu=0.5, | |
a_tau=1.0, | |
N=N,K=K) | |
inits <- function() { | |
list(a=eps,b=rep(eps,K)) | |
} | |
parameters <- c("a","b") | |
result.sim <- bugs(data2, inits, parameters, | |
model.file="brand2.bugs", | |
n.chains = 4, n.iter = 1000, | |
debug=F, | |
working.directory=getwd()) | |
result.sim$sims.list$beta1 | |
print(result.sim, digits=3) | |
plot(as.mcmc(result.sim$sims.matrix)) |
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