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parameters (version 0.15.0)

model_parameters.data.frame: Parameters from Bayesian Models

Description

Parameters from Bayesian models.

Usage

# 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, ... )

Arguments

model

Bayesian model (including SEM from blavaan. May also be a data frame with posterior samples.

centrality

The point-estimates (centrality indices) to compute. Character (vector) or list with one or more of these options: "median", "mean", "MAP" or "all".

dispersion

Logical, if TRUE, computes indices of dispersion related to the estimate(s) (SD and MAD for mean and median, respectively).

ci

Credible Interval (CI) level. Default to 0.95 (95%). See bayestestR::ci() for further details.

ci_method

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.

test

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_range

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).

rope_ci

The Credible Interval (CI) probability, corresponding to the proportion of HDI, to use for the percentage in ROPE.

keep

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.

drop

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.

parameters

Deprecated, alias for keep.

verbose

Toggle messages and warnings.

...

Currently not used.

bf_prior

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

Diagnostic metrics to compute. Character (vector) or list with one or more of these options: "ESS", "Rhat", "MCSE" or "all".

priors

Add the prior used for each parameter.

effects

Should results for fixed effects, random effects or both be returned? Only applies to mixed models. May be abbreviated.

component

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.

exponentiate

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.

standardize

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".

group_level

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.

Value

A data frame of indices related to the model's parameters.

See Also

insight::standardize_names() to rename columns into a consistent, standardized naming scheme.

Examples

Run this code
# 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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