brms (version 2.8.0)

brmsfamily: Special Family Functions for brms Models

Description

Family objects provide a convenient way to specify the details of the models used by many model fitting functions. The family functions presented here are for use with brms only and will **not** work with other model fitting functions such as glm or glmer. However, the standard family functions as described in family will work with brms. You can also specify custom families for use in brms with the custom_family function.

Usage

brmsfamily(family, link = NULL, link_sigma = "log",
  link_shape = "log", link_nu = "logm1", link_phi = "log",
  link_kappa = "log", link_beta = "log", link_zi = "logit",
  link_hu = "logit", link_zoi = "logit", link_coi = "logit",
  link_disc = "log", link_bs = "log", link_ndt = "log",
  link_bias = "logit", link_xi = "log1p", link_alpha = "identity",
  link_quantile = "logit", threshold = c("flexible", "equidistant"),
  refcat = NULL)

student(link = "identity", link_sigma = "log", link_nu = "logm1")

bernoulli(link = "logit")

negbinomial(link = "log", link_shape = "log")

geometric(link = "log")

lognormal(link = "identity", link_sigma = "log")

shifted_lognormal(link = "identity", link_sigma = "log", link_ndt = "log")

skew_normal(link = "identity", link_sigma = "log", link_alpha = "identity")

exponential(link = "log")

weibull(link = "log", link_shape = "log")

frechet(link = "log", link_nu = "logm1")

gen_extreme_value(link = "identity", link_sigma = "log", link_xi = "log1p")

exgaussian(link = "identity", link_sigma = "log", link_beta = "log")

wiener(link = "identity", link_bs = "log", link_ndt = "log", link_bias = "logit")

Beta(link = "logit", link_phi = "log")

dirichlet(link = "logit", link_phi = "log", refcat = NULL)

von_mises(link = "tan_half", link_kappa = "log")

asym_laplace(link = "identity", link_sigma = "log", link_quantile = "logit")

hurdle_poisson(link = "log")

hurdle_negbinomial(link = "log", link_shape = "log", link_hu = "logit")

hurdle_gamma(link = "log", link_shape = "log", link_hu = "logit")

hurdle_lognormal(link = "identity", link_sigma = "log", link_hu = "logit")

zero_inflated_beta(link = "logit", link_phi = "log", link_zi = "logit")

zero_one_inflated_beta(link = "logit", link_phi = "log", link_zoi = "logit", link_coi = "logit")

zero_inflated_poisson(link = "log", link_zi = "logit")

zero_inflated_negbinomial(link = "log", link_shape = "log", link_zi = "logit")

zero_inflated_binomial(link = "logit", link_zi = "logit")

categorical(link = "logit", refcat = NULL)

multinomial(link = "logit", refcat = NULL)

cumulative(link = "logit", link_disc = "log", threshold = c("flexible", "equidistant"))

sratio(link = "logit", link_disc = "log", threshold = c("flexible", "equidistant"))

cratio(link = "logit", link_disc = "log", threshold = c("flexible", "equidistant"))

acat(link = "logit", link_disc = "log", threshold = c("flexible", "equidistant"))

Arguments

family

A character string naming the distribution of the response variable be used in the model. Currently, the following families are supported: gaussian, student, binomial, bernoulli, poisson, negbinomial, geometric, Gamma, skew_normal, lognormal, shifted_lognormal, exgaussian, wiener, inverse.gaussian, exponential, weibull, frechet, Beta, dirichlet, von_mises, asym_laplace, gen_extreme_value, categorical, multinomial, cumulative, cratio, sratio, acat, hurdle_poisson, hurdle_negbinomial, hurdle_gamma, hurdle_lognormal, zero_inflated_binomial, zero_inflated_beta, zero_inflated_negbinomial, zero_inflated_poisson, and zero_one_inflated_beta.

link

A specification for the model link function. This can be a name/expression or character string. See the 'Details' section for more information on link functions supported by each family.

link_sigma

Link of auxiliary parameter sigma if being predicted.

link_shape

Link of auxiliary parameter shape if being predicted.

link_nu

Link of auxiliary parameter nu if being predicted.

link_phi

Link of auxiliary parameter phi if being predicted.

link_kappa

Link of auxiliary parameter kappa if being predicted.

link_beta

Link of auxiliary parameter beta if being predicted.

link_zi

Link of auxiliary parameter zi if being predicted.

link_hu

Link of auxiliary parameter hu if being predicted.

link_zoi

Link of auxiliary parameter zoi if being predicted.

link_coi

Link of auxiliary parameter coi if being predicted.

link_disc

Link of auxiliary parameter disc if being predicted.

link_bs

Link of auxiliary parameter bs if being predicted.

link_ndt

Link of auxiliary parameter ndt if being predicted.

link_bias

Link of auxiliary parameter bias if being predicted.

link_xi

Link of auxiliary parameter xi if being predicted.

link_alpha

Link of auxiliary parameter alpha if being predicted.

link_quantile

Link of auxiliary parameter quantile if being predicted.

threshold

A character string indicating the type of thresholds (i.e. intercepts) used in an ordinal model. "flexible" provides the standard unstructured thresholds and "equidistant" restricts the distance between consecutive thresholds to the same value.

refcat

Optional name of the reference response category used in categorical, multinomial, and dirichlet models. If NULL (the default), the first category is used as the reference. If NA, all categories will be predicted, which requires strong priors or carefully specified predictor terms in order to lead to an identified model.

Details

Family gaussian with identity link leads to linear regression. Family student with identity link leads to robust linear regression that is less influenced by outliers. Family skew_normal can handle skewed responses in linear regression. Families poisson, negbinomial, and geometric with log link lead to regression models for count data. Families binomial and bernoulli with logit link leads to logistic regression and family categorical to multi-logistic regression when there are more than two possible outcomes. Families cumulative, cratio ('continuation ratio'), sratio ('stopping ratio'), and acat ('adjacent category') leads to ordinal regression. Families Gamma, weibull, exponential, lognormal, frechet, and inverse.gaussian can be used (among others) for survival regression. Families weibull, frechet, and gen_extreme_value ('generalized extreme value') allow for modeling extremes. Family asym_laplace allows for quantile regression when fixing the auxiliary quantile parameter to the quantile of interest. Family exgaussian ('exponentially modified Gaussian') and shifted_lognormal are especially suited to model reaction times. The wiener family provides an implementation of the Wiener diffusion model. For this family, the main formula predicts the drift parameter 'delta' and all other parameters are modeled as auxiliary parameters (see brmsformula for details). Families hurdle_poisson, hurdle_negbinomial, hurdle_gamma, hurdle_lognormal, zero_inflated_poisson, zero_inflated_negbinomial, zero_inflated_binomial, zero_inflated_beta, and zero_one_inflated_beta allow to estimate zero-inflated and hurdle models. These models can be very helpful when there are many zeros in the data (or ones in case of one-inflated models) that cannot be explained by the primary distribution of the response. Families hurdle_lognormal and hurdle_gamma are especially useful, as traditional lognormal or Gamma models cannot be reasonably fitted for data containing zeros in the response.

In the following, we list all possible links for each family. The families gaussian, student, skew_normal, exgaussian, asym_laplace, and gen_extreme_value accept the links (as names) identity, log, and inverse; families poisson, negbinomial, geometric, zero_inflated_poisson, zero_inflated_negbinomial, hurdle_poisson, and hurdle_negbinomial the links log, identity, and sqrt; families binomial, bernoulli, Beta, zero_inflated_binomial, zero_inflated_beta, and zero_one_inflated_beta the links logit, probit, probit_approx, cloglog, cauchit, and identity; families cumulative, cratio, sratio, and acat the links logit, probit, probit_approx, cloglog, and cauchit; family categorical the link logit; families Gamma, weibull, exponential, frechet, and hurdle_gamma the links log, identity, and inverse; families lognormal and hurdle_lognormal the links identity and inverse; family inverse.gaussian the links 1/mu^2, inverse, identity and log; family von_mises the link tan_half; family wiener the link identity. The first link mentioned for each family is the default.

Please note that when calling the Gamma family function, the default link will be inverse instead of log although the latter is the default in brms. Also, the probit_approx link cannot be used when calling the binomial family function.

The current implementation of inverse.gaussian models has some convergence problems and requires carefully chosen prior distributions to work efficiently. For this reason, we currently do not recommend to use the inverse.gaussian family, unless you really feel that your data requires exactly this type of model.

See Also

brm, family, customfamily

Examples

Run this code
# NOT RUN {
 # create a family object
 (fam1 <- student("log"))
 # alternatively use the brmsfamily function
 (fam2 <- brmsfamily("student", "log"))
 # both leads to the same object
 identical(fam1, fam2) 

# }

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