Parameters from Bayesian models.
# S3 method for data.frame
model_parameters(
model,
centrality = "median",
dispersion = FALSE,
ci = 0.95,
ci_method = "hdi",
test = c("pd", "rope"),
rope_range = "default",
rope_ci = 0.95,
keep = NULL,
drop = NULL,
parameters = keep,
verbose = TRUE,
...
)# S3 method for brmsfit
model_parameters(
model,
centrality = "median",
dispersion = FALSE,
ci = 0.95,
ci_method = "hdi",
test = c("pd", "rope"),
rope_range = "default",
rope_ci = 0.95,
bf_prior = NULL,
diagnostic = c("ESS", "Rhat"),
priors = FALSE,
effects = "fixed",
component = "all",
exponentiate = FALSE,
standardize = NULL,
group_level = FALSE,
keep = NULL,
drop = NULL,
parameters = keep,
verbose = TRUE,
...
)
# S3 method for stanreg
model_parameters(
model,
centrality = "median",
dispersion = FALSE,
ci = 0.95,
ci_method = "hdi",
test = c("pd", "rope"),
rope_range = "default",
rope_ci = 0.95,
bf_prior = NULL,
diagnostic = c("ESS", "Rhat"),
priors = TRUE,
effects = "fixed",
exponentiate = FALSE,
standardize = NULL,
group_level = FALSE,
keep = NULL,
drop = NULL,
parameters = keep,
verbose = TRUE,
...
)
Bayesian model (including SEM from blavaan. May also be a data frame with posterior samples.
The point-estimates (centrality indices) to compute. Character (vector) or list with one or more of these options: "median"
, "mean"
, "MAP"
or "all"
.
Logical, if TRUE
, computes indices of dispersion related to the estimate(s) (SD
and MAD
for mean
and median
, respectively).
Credible Interval (CI) level. Default to 0.95
(95%
). See
bayestestR::ci()
for further details.
Method for computing degrees of freedom for
confidence intervals (CI) and the related p-values. Allowed are following
options (which vary depending on the model class): "residual"
,
"normal"
, "likelihood"
, "satterthwaite"
, "kenward"
, "wald"
,
"profile"
, "boot"
, "uniroot"
, "ml1"
, "betwithin"
, "hdi"
,
"quantile"
, "ci"
, "eti"
, "si"
, "bci"
, or "bcai"
. See section
Confidence intervals and approximation of degrees of freedom in
model_parameters()
for further details. When ci_method=NULL
, in most
cases "wald"
is used then.
The indices of effect existence to compute. Character (vector) or
list with one or more of these options: "p_direction"
(or "pd"
),
"rope"
, "p_map"
, "equivalence_test"
(or "equitest"
),
"bayesfactor"
(or "bf"
) or "all"
to compute all tests.
For each "test", the corresponding bayestestR function is called
(e.g. rope()
or p_direction()
) and its results
included in the summary output.
ROPE's lower and higher bounds. Should be a list of two
values (e.g., c(-0.1, 0.1)
) or "default"
. If "default"
,
the bounds are set to x +- 0.1*SD(response)
.
The Credible Interval (CI) probability, corresponding to the proportion of HDI, to use for the percentage in ROPE.
Character containing a regular expression pattern that
describes the parameters that should be included (for keep
) or excluded
(for drop
) in the returned data frame. keep
may also be a
named list of regular expressions. All non-matching parameters will be
removed from the output. If keep
is a character vector, every parameter
name in the "Parameter" column that matches the regular expression in
parameters
will be selected from the returned data frame (and vice versa,
all parameter names matching drop
will be excluded). Furthermore, if
keep
has more than one element, these will be merged with an OR
operator into a regular expression pattern like this: "(one|two|three)"
.
If keep
is a named list of regular expression patterns, the names of the
list-element should equal the column name where selection should be
applied. This is useful for model objects where model_parameters()
returns multiple columns with parameter components, like in
model_parameters.lavaan()
. Note that the regular expression pattern
should match the parameter names as they are stored in the returned data
frame, which can be different from how they are printed. Inspect the
$Parameter
column of the parameters table to get the exact parameter
names.
Character containing a regular expression pattern that
describes the parameters that should be included (for keep
) or excluded
(for drop
) in the returned data frame. keep
may also be a
named list of regular expressions. All non-matching parameters will be
removed from the output. If keep
is a character vector, every parameter
name in the "Parameter" column that matches the regular expression in
parameters
will be selected from the returned data frame (and vice versa,
all parameter names matching drop
will be excluded). Furthermore, if
keep
has more than one element, these will be merged with an OR
operator into a regular expression pattern like this: "(one|two|three)"
.
If keep
is a named list of regular expression patterns, the names of the
list-element should equal the column name where selection should be
applied. This is useful for model objects where model_parameters()
returns multiple columns with parameter components, like in
model_parameters.lavaan()
. Note that the regular expression pattern
should match the parameter names as they are stored in the returned data
frame, which can be different from how they are printed. Inspect the
$Parameter
column of the parameters table to get the exact parameter
names.
Deprecated, alias for keep
.
Toggle messages and warnings.
Currently not used.
Distribution representing a prior for the computation of Bayes factors / SI. Used if the input is a posterior, otherwise (in the case of models) ignored.
Diagnostic metrics to compute. Character (vector) or list
with one or more of these options: "ESS"
, "Rhat"
, "MCSE"
or "all"
.
Add the prior used for each parameter.
Should results for fixed effects, random effects or both be returned? Only applies to mixed models. May be abbreviated.
Which type of parameters to return, such as parameters for the
conditional model, the zero-inflated part of the model, the dispersion
term, or other auxiliary parameters be returned? Applies to models with
zero-inflated and/or dispersion formula, or if parameters such as sigma
should be included. May be abbreviated. Note that the conditional
component is also called count or mean component, depending on the
model. There are three convenient shortcuts: component = "all"
returns
all possible parameters. If component = "location"
, location parameters
such as conditional
, zero_inflated
, or smooth_terms
, are returned
(everything that are fixed or random effects - depending on the effects
argument - but no auxiliary parameters). For component = "distributional"
(or "auxiliary"
), components like sigma
, dispersion
, or beta
(and other auxiliary parameters) are returned.
Logical, indicating whether or not to exponentiate the
the coefficients (and related confidence intervals). This is typical for
logistic regression, or more generally speaking, for models with log
or logit links. Note: Delta-method standard errors are also
computed (by multiplying the standard errors by the transformed
coefficients). This is to mimic behaviour of other software packages, such
as Stata, but these standard errors poorly estimate uncertainty for the
transformed coefficient. The transformed confidence interval more clearly
captures this uncertainty. For compare_parameters()
,
exponentiate = "nongaussian"
will only exponentiate coefficients
from non-Gaussian families.
The method used for standardizing the parameters. Can be
NULL
(default; no standardization), "refit"
(for re-fitting the model
on standardized data) or one of "basic"
, "posthoc"
, "smart"
,
"pseudo"
. See 'Details' in effectsize::standardize_parameters()
.
Important:
The "refit"
method does not standardized categorical predictors (i.e.
factors), which may be a different behaviour compared to other R packages
(such as lm.beta) or other software packages (like SPSS). to mimic
such behaviours, either use standardize="basic"
or standardize the data
with effectsize::standardize(force=TRUE)
before fitting the model.
For mixed models, when using methods other than "refit"
, only the fixed
effects will be returned.
Robust estimation (i.e. robust=TRUE
) of standardized parameters only
works when standardize="refit"
.
Logical, for multilevel models (i.e. models with random
effects) and when effects = "all"
or effects = "random"
,
include the parameters for each group level from random effects. If
group_level = FALSE
(the default), only information on SD and COR
are shown.
A data frame of indices related to the model's parameters.
insight::standardize_names()
to
rename columns into a consistent, standardized naming scheme.
# NOT RUN {
library(parameters)
if (require("rstanarm")) {
model <- stan_glm(
Sepal.Length ~ Petal.Length * Species,
data = iris, iter = 500, refresh = 0
)
model_parameters(model)
}
# }
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