bayestestR (version 0.8.0)

check_prior: Check if Prior is Informative

Description

Performs a simple test to check whether the prior is informative to the posterior. This idea, and the accompanying heuristics, were discussed in this blogpost.

Usage

check_prior(model, method = "gelman", simulate_priors = TRUE, ...)

Arguments

model

A stanreg, stanfit, or brmsfit object.

method

Can be "gelman" or "lakeland". For the "gelman" method, if the SD of the posterior is more than 0.1 times the SD of the prior, then the prior is considered as informative. For the "lakeland" method, the prior is considered as informative if the posterior falls within the 95% HDI of the prior.

simulate_priors

Should prior distributions be simulated using simulate_prior (default; faster) or sampled via unupdate (slower, more accurate).

...

Currently not used.

References

https://statmodeling.stat.columbia.edu/2019/08/10/

Examples

# NOT RUN {
library(bayestestR)
if (require("rstanarm")) {
  model <- stan_glm(mpg ~ wt + am, data = mtcars, chains = 1, refresh = 0)
  check_prior(model, method = "gelman")
  check_prior(model, method = "lakeland")

  # An extreme example where both methods diverge:
  model <- stan_glm(mpg ~ wt,
    data = mtcars[1:3, ],
    prior = normal(-3.3, 1, FALSE),
    prior_intercept = normal(0, 1000, FALSE),
    refresh = 0
  )
  check_prior(model, method = "gelman")
  check_prior(model, method = "lakeland")
  plot(si(model)) # can provide visual confirmation to the Lakeland method
}
# }