# brm

##### Fit Bayesian Generalized (Non-)Linear Multivariate Multilevel Models

Fit Bayesian generalized (non-)linear multivariate multilevel models using Stan for full Bayesian inference. A wide range of distributions and link functions are supported, allowing users to fit -- among others -- linear, robust linear, count data, survival, response times, ordinal, zero-inflated, hurdle, and even self-defined mixture models all in a multilevel context. Further modeling options include non-linear and smooth terms, auto-correlation structures, censored data, meta-analytic standard errors, and quite a few more. In addition, all parameters of the response distributions can be predicted in order to perform distributional regression. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. In addition, model fit can easily be assessed and compared with posterior predictive checks and leave-one-out cross-validation.

##### Usage

```
brm(formula, data, family = gaussian(), prior = NULL, autocor = NULL,
cov_ranef = NULL, sample_prior = c("no", "yes", "only"), sparse = FALSE,
knots = NULL, stanvars = NULL, stan_funs = NULL, fit = NA,
save_ranef = TRUE, save_mevars = FALSE, save_all_pars = FALSE,
inits = "random", chains = 4, iter = 2000, warmup = floor(iter/2),
thin = 1, cores = getOption("mc.cores", 1L), control = NULL,
algorithm = c("sampling", "meanfield", "fullrank"),
future = getOption("future", FALSE), silent = TRUE, seed = NA,
save_model = NULL, save_dso = TRUE, file = NULL, ...)
```

##### Arguments

- formula
An object of class

`formula`

,`brmsformula`

, or`mvbrmsformula`

(or one that can be coerced to that classes): A symbolic description of the model to be fitted. The details of model specification are explained in`brmsformula`

.- data
An object of class

`data.frame`

(or one that can be coerced to that class) containing data of all variables used in the model.- family
A description of the response distribution and link function to be used in the model. This can be a family function, a call to a family function or a character string naming the family. Every family function has a

`link`

argument allowing to specify the link function to be applied on the response variable. If not specified, default links are used. For details of supported families see`brmsfamily`

. By default, a linear`gaussian`

model is applied. In multivariate models,`family`

might also be a list of families.- prior
One or more

`brmsprior`

objects created by`set_prior`

or related functions and combined using the`c`

method or the`+`

operator. See also`get_prior`

for more help.- autocor
An optional

`cor_brms`

object describing the correlation structure within the response variable (i.e., the 'autocorrelation'). See the documentation of`cor_brms`

for a description of the available correlation structures. Defaults to`NULL`

, corresponding to no correlations. In multivariate models,`autocor`

might also be a list of autocorrelation structures.- cov_ranef
A list of matrices that are proportional to the (within) covariance structure of the group-level effects. The names of the matrices should correspond to columns in

`data`

that are used as grouping factors. All levels of the grouping factor should appear as rownames of the corresponding matrix. This argument can be used, among others to model pedigrees and phylogenetic effects. See`vignette("brms_phylogenetics")`

for more details.- sample_prior
Indicate if samples from all specified proper priors should be drawn additionally to the posterior samples (defaults to

`"no"`

). Among others, these samples can be used to calculate Bayes factors for point hypotheses. If set to`"only"`

, samples are drawn solely from the priors ignoring the likelihood. In this case, all parameters must have proper priors.- sparse
Logical; indicates whether the population-level design matrices should be treated as sparse (defaults to

`FALSE`

). For design matrices with many zeros, this can considerably reduce required memory. Sampling speed is currently not improved or even slightly decreased.- knots
Optional list containing user specified knot values to be used for basis construction of smoothing terms. See

`gamm`

for more details.- stanvars
An optional

`stanvars`

object generated by function`stanvar`

to define additional variables for use in Stan's program blocks.- stan_funs
(Deprecated) An optional character string containing self-defined Stan functions, which will be included in the functions block of the generated Stan code. It is now recommended to use the

`stanvars`

argument for this purpose, instead.- fit
An instance of S3 class

`brmsfit`

derived from a previous fit; defaults to`NA`

. If`fit`

is of class`brmsfit`

, the compiled model associated with the fitted result is re-used and all arguments modifying the model code or data are ignored. It is not recommended to use this argument directly, but to call the`update`

method, instead.- save_ranef
A flag to indicate if group-level effects for each level of the grouping factor(s) should be saved (default is

`TRUE`

). Set to`FALSE`

to save memory. The argument has no impact on the model fitting itself.- save_mevars
A flag to indicate if samples of latent noise-free variables obtained by using

`me`

and`mi`

terms should be saved (default is`FALSE`

). Saving these samples allows to better use methods such as`predict`

with the latent variables but leads to very large R objects even for models of moderate size and complexity.- save_all_pars
A flag to indicate if samples from all variables defined in Stan's

`parameters`

block should be saved (default is`FALSE`

). Saving these samples is required in order to apply the methods`bridge_sampler`

,`bayes_factor`

, and`post_prob`

.- inits
Either

`"random"`

or`"0"`

. If inits is`"random"`

(the default), Stan will randomly generate initial values for parameters. If it is`"0"`

, all parameters are initialized to zero. This option is sometimes useful for certain families, as it happens that default (`"random"`

) inits cause samples to be essentially constant. Generally, setting`inits = "0"`

is worth a try, if chains do not behave well. Alternatively,`inits`

can be a list of lists containing the initial values, or a function (or function name) generating initial values. The latter options are mainly implemented for internal testing.- chains
Number of Markov chains (defaults to 4).

- iter
Number of total iterations per chain (including warmup; defaults to 2000).

- warmup
A positive integer specifying number of warmup (aka burnin) iterations. This also specifies the number of iterations used for stepsize adaptation, so warmup samples should not be used for inference. The number of warmup should not be larger than

`iter`

and the default is`iter/2`

.- thin
Thinning rate. Must be a positive integer. Set

`thin > 1`

to save memory and computation time if`iter`

is large.- cores
Number of cores to use when executing the chains in parallel, which defaults to 1 but we recommend setting the

`mc.cores`

option to be as many processors as the hardware and RAM allow (up to the number of chains). For non-Windows OS in non-interactive R sessions, forking is used instead of PSOCK clusters.- control
A named

`list`

of parameters to control the sampler's behavior. It defaults to`NULL`

so all the default values are used. The most important control parameters are discussed in the 'Details' section below. For a comprehensive overview see`stan`

.- algorithm
Character string indicating the estimation approach to use. Can be

`"sampling"`

for MCMC (the default),`"meanfield"`

for variational inference with independent normal distributions, or`"fullrank"`

for variational inference with a multivariate normal distribution.- future
Logical; If

`TRUE`

, the future package is used for parallel execution of the chains and argument`cores`

will be ignored. Can be set globally for the current R session via the`future`

option. The execution type is controlled via`plan`

(see the examples section below).- silent
logical; If

`TRUE`

(the default), most of the informational messages of compiler and sampler are suppressed. The actual sampling progress is still printed. Set`refresh = 0`

to turn this off as well.- seed
The seed for random number generation to make results reproducible. If

`NA`

(the default), Stan will set the seed randomly.- save_model
Either

`NULL`

or a character string. In the latter case, the model's Stan code is saved via`cat`

in a text file named after the string supplied in`save_model`

.- save_dso
Logical, defaulting to

`TRUE`

, indicating whether the dynamic shared object (DSO) compiled from the C++ code for the model will be saved or not. If`TRUE`

, we can draw samples from the same model in another R session using the saved DSO (i.e., without compiling the C++ code again).- file
Either

`NULL`

or a character string. In the latter case, the fitted model object is saved via`saveRDS`

in a file named after the string supplied in`file`

. The`.rds`

extension is added automatically. If the file already exists,`brm`

will load and return the saved model object instead of refitting the model. As existing files won't be overwritten, you have to manually remove the file in order to refit and save the model under an existing file name.- ...
Further arguments to be passed to Stan.

##### Details

Fit a generalized (non-)linear multivariate multilevel model
via full Bayesian inference using Stan. A general overview is provided
in the vignettes `vignette("brms_overview")`

and
`vignette("brms_multilevel")`

. For a full list of available
vignettes see `vignette(package = "brms")`

.

**Formula syntax of brms models**

Details of the formula syntax applied in brms
can be found in `brmsformula`

.

**Families and link functions**

Details of families supported by brms
can be found in `brmsfamily`

.

**Prior distributions**

Priors should be specified using the
`set_prior`

function.
Its documentation contains detailed information
on how to correctly specify priors. To find out on
which parameters or parameter classes priors can be defined,
use `get_prior`

.
Default priors are chosen to be non or very weakly informative
so that their influence on the results will be negligible and
you usually don't have to worry about them.
However, after getting more familiar with Bayesian statistics,
I recommend you to start thinking about reasonable informative
priors for your model parameters: Nearly always, there is at least some
prior information available that can be used to improve your inference.

**Adjusting the sampling behavior of Stan**

In addition to choosing the number of iterations, warmup samples,
and chains, users can control the behavior of the NUTS sampler,
by using the `control`

argument.
The most important reason to use `control`

is to decrease
(or eliminate at best) the number of divergent transitions
that cause a bias in the obtained posterior samples.
Whenever you see the warning
"There were x divergent transitions after warmup."
you should really think about increasing `adapt_delta`

.
To do this, write `control = list(adapt_delta = <x>)`

,
where `<x>`

should usually be value between `0.8`

(current default) and `1`

. Increasing `adapt_delta`

will slow down the sampler but will decrease the number of
divergent transitions threatening the validity of your
posterior samples.

Another problem arises when the depth of the tree being evaluated
in each iteration is exceeded. This is less common than having
divergent transitions, but may also bias the posterior samples.
When it happens, Stan will throw out a warning suggesting
to increase `max_treedepth`

, which can be accomplished by
writing `control = list(max_treedepth = <x>)`

with a positive
integer `<x>`

that should usually be larger than the current
default of `10`

. For more details on the `control`

argument
see `stan`

.

##### Value

An object of class `brmsfit`

, which contains the posterior samples along
with many other useful information about the model.
Use `methods(class = "brmsfit")`

for an overview on available methods.

##### References

Paul-Christian Buerkner (2017). brms: An R Package for Bayesian Multilevel Models Using Stan. Journal of Statistical Software, 80(1), 1-28. doi:10.18637/jss.v080.i01

Paul-Christian Buerkner (in review). Advanced Bayesian Multilevel Modeling with the R Package brms. arXiv preprint.

##### See Also

##### Examples

```
# NOT RUN {
# Poisson regression for the number of seizures in epileptic patients
# using student_t priors for population-level effects
# and half cauchy priors for standard deviations of group-level effects
bprior1 <- prior(student_t(5,0,10), class = b) +
prior(cauchy(0,2), class = sd)
fit1 <- brm(count ~ log_Age_c + log_Base4_c * Trt + (1|patient),
data = epilepsy, family = poisson(), prior = bprior1)
# generate a summary of the results
summary(fit1)
# plot the MCMC chains as well as the posterior distributions
plot(fit1, ask = FALSE)
# predict responses based on the fitted model
head(predict(fit1))
# plot marginal effects for each predictor
plot(marginal_effects(fit1), ask = FALSE)
# investigate model fit
loo(fit1)
pp_check(fit1)
# Ordinal regression modeling patient's rating of inhaler instructions
# category specific effects are estimated for variable 'treat'
fit2 <- brm(rating ~ period + carry + cs(treat),
data = inhaler, family = sratio("logit"),
prior = set_prior("normal(0,5)"), chains = 2)
summary(fit2)
plot(fit2, ask = FALSE)
WAIC(fit2)
# Survival regression modeling the time between the first
# and second recurrence of an infection in kidney patients.
fit3 <- brm(time | cens(censored) ~ age * sex + disease + (1|patient),
data = kidney, family = lognormal())
summary(fit3)
plot(fit3, ask = FALSE)
plot(marginal_effects(fit3), ask = FALSE)
# Probit regression using the binomial family
ntrials <- sample(1:10, 100, TRUE)
success <- rbinom(100, size = ntrials, prob = 0.4)
x <- rnorm(100)
data4 <- data.frame(ntrials, success, x)
fit4 <- brm(success | trials(ntrials) ~ x, data = data4,
family = binomial("probit"))
summary(fit4)
# Simple non-linear gaussian model
x <- rnorm(100)
y <- rnorm(100, mean = 2 - 1.5^x, sd = 1)
data5 <- data.frame(x, y)
bprior5 <- prior(normal(0, 2), nlpar = a1) +
prior(normal(0, 2), nlpar = a2)
fit5 <- brm(bf(y ~ a1 - a2^x, a1 + a2 ~ 1, nl = TRUE),
data = data5, prior = bprior5)
summary(fit5)
plot(marginal_effects(fit5), ask = FALSE)
# Normal model with heterogeneous variances
data_het <- data.frame(
y = c(rnorm(50), rnorm(50, 1, 2)),
x = factor(rep(c("a", "b"), each = 50))
)
fit6 <- brm(bf(y ~ x, sigma ~ 0 + x), data = data_het)
summary(fit6)
plot(fit6)
marginal_effects(fit6)
# extract estimated residual SDs of both groups
sigmas <- exp(posterior_samples(fit6, "^b_sigma_"))
ggplot(stack(sigmas), aes(values)) +
geom_density(aes(fill = ind))
# Quantile regression predicting the 25%-quantile
fit7 <- brm(bf(y ~ x, quantile = 0.25), data = data_het,
family = asym_laplace())
summary(fit7)
marginal_effects(fit7)
# use the future package for more flexible parallelization
library(future)
plan(multiprocess)
fit7 <- update(fit7, future = TRUE)
# }
# NOT RUN {
# }
```

*Documentation reproduced from package brms, version 2.4.0, License: GPL (>= 3)*