Bayesian inference
stat bayes_proportionstat bayes_proportionstat bayes_meanstat bayes_meanstat bayes_ratestat bayes_ratestat bayes_glmstat bayes_glmstat bayes_abstat bayes_abstat bayes_factor_tstat bayes_factor_tstat bayes_hierarchicalstat bayes_hierarchicalstat waic

stat bayes_proportion <successes> <trials>


Description

    Posterior of a proportion: k successes in n trials, uniform prior Beta(1, 1); mean, median, mode, sd, 95 % equal-tailed and HPD credible intervals

Parameters

    successes:   The number of successes - Number - required
    trials:   The number of trials - Number - required
admin
stat bayes_proportion 6 20
mentdb
{"mean": 0.3181818181818182, "median": 0.31258409378594726, "sd": 0.09711986067435269, "lower": 0.14587694241093563, "upper": 0.5217511184193268, "hpd_lower": 0.1360694854964026, "hpd_upper": 0.5092998708702657, "mode": 0.3, "posterior": "Beta(7, 15)"}

stat bayes_proportion <successes> <trials> <json_params>


Description

    Posterior of a proportion with parameters: prior [a, b] (Beta), level, threshold (probability that the proportion is above)

Parameters

    successes:   The successes - Number - required
    trials:   The trials - Number - required
    json_params:   The parameters - String - required
admin
stat bayes_proportion 6 20 "{\"prior\": [3, 12], \"threshold\": 0.25}"
mentdb
{"mean": 0.2571428571428571, "median": 0.2524754150024638, "sd": 0.07284313590846836, "lower": 0.12881739158350813, "upper": 0.41170784190726256, "hpd_lower": 0.12078167085665453, "hpd_upper": 0.4012533617137752, "threshold": 0.25, "probability_above": 0.5133938489032139, "mode": 0.24242424242424243, "posterior": "Beta(9, 26)"}
Used in use cases (1 recipe)

    Industrial quality engineer › Failure rate of a new supplier
Often used with

    stat bayes_rate

stat bayes_mean <json_values>


Description

    Posterior of the mean (and of the standard deviation) of a normal sample with the Jeffreys prior: credible interval of the mean (Student) and of the sd

Parameters

    json_values:   The values - String - required
admin
stat bayes_mean "[5.1, 4.9, 5.6, 5.8, 4.7, 5.2, 5.0, 4.8, 5.5, 5.3]"
mentdb
{"n": 10, "mean": 5.19, "lower": 4.932184647704472, "upper": 5.447815352295529, "sd": 0.3604010112206802, "sd_lower": 0.24789650406552582, "sd_upper": 0.657951755876196, "prior": "Jeffreys (flat on mu and log sigma)"}

stat bayes_mean <json_values> <json_params>


Description

    Posterior of the mean with parameters: level, threshold

Parameters

    json_values:   The values - String - required
    json_params:   The parameters - String - required
admin
stat bayes_mean "[5.1, 4.9, 5.6, 5.8, 4.7, 5.2, 5.0, 4.8, 5.5, 5.3]" "{\"threshold\": 5}"
mentdb
{"n": 10, "mean": 5.19, "lower": 4.932184647704472, "upper": 5.447815352295529, "threshold": 5, "probability_above": 0.935080671221126, "sd": 0.3604010112206802, "sd_lower": 0.24789650406552582, "sd_upper": 0.657951755876196, "prior": "Jeffreys (flat on mu and log sigma)"}

stat bayes_rate <events> <exposure>


Description

    Posterior of a rate of events (Poisson): k events during an exposure (person-years, hours, km2...), Jeffreys prior Gamma(0.5, 0)

Parameters

    events:   The number of events - Number - required
    exposure:   The exposure - Number - required
admin
stat bayes_rate 12 1000
mentdb
{"mean": 0.0125, "median": 0.012168293825914783, "sd": 0.0035355339059327377, "lower": 0.00655986001238268, "upper": 0.02032323455767159, "hpd_lower": 0.006036528281824641, "hpd_upper": 0.019551724246317053, "posterior": "Gamma(12.5, 1000)"}

stat bayes_rate <events> <exposure> <json_params>


Description

    Posterior of a rate with parameters: prior [shape, rate] (Gamma), level, threshold

Parameters

    events:   The events - Number - required
    exposure:   The exposure - Number - required
    json_params:   The parameters - String - required
admin
stat bayes_rate 12 1000 "{\"threshold\": 0.01}"
mentdb
{"mean": 0.0125, "median": 0.012168293825914783, "sd": 0.0035355339059327377, "lower": 0.00655986001238268, "upper": 0.02032323455767159, "hpd_lower": 0.006036528281824641, "hpd_upper": 0.019551724246317053, "threshold": 0.01, "probability_above": 0.7468253060165375, "posterior": "Gamma(12.5, 1000)"}
Used in use cases (1 recipe)

    Industrial quality engineer › Failure rate of a new supplier
Often used with

    stat bayes_proportion

stat bayes_glm <json_X> <json_y> <family>


Description

    Bayesian regression (gaussian, binomial logit or poisson log) with weakly informative priors as rstanarm (normal(0, 2.5) on the standardized slopes), sampled by MCMC (4 chains): posterior mean, sd, median, credible interval, probability that each slope is positive, odds or rate ratio, R-hat and effective sample size

Parameters

    json_X:   The rows - String - required
    json_y:   The response - String - required
    family:   gaussian, binomial or poisson - String - required
admin
stat bayes_glm "[[4.7, 1], [1.3, 1], [3.1, 0], [2.1, 0], [2.8, 0], [4.9, 1], [3.1, 1], [1.2, 0], [3.6, 0], [2.5, 1], [2.1, 1], [4.3, 0], [3.4, 1], [1.7, 0], [3.7, 0], [1.3, 1], [2.1, 1], [2.3, 1], [3.2, 1], [2.0, 0], [1.5, 1], [3.2, 0], [1.7, 0], [2.7, 0], [1.9, 0], [4.2, 0], [5.0, 0], [4.9, 1], [1.1, 1], [1.8, 1], [1.9, 0], [3.6, 0], [2.7, 0], [2.4, 1], [4.6, 1], [4.8, 0], [2.7, 1], [3.2, 0], [1.4, 0], [3.2, 1]]" "[0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 0, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1]" "binomial"
mentdb
{"family": "binomial", "n": 40, "coefficients": [{"term": "intercept", "mean": -3.045166362725433, "sd": 1.1791487125183955, "median": -2.988651465718638, "lower": -5.535189435561421, "upper": -0.9458920472901409, "rhat": 1.0075302168601545, "ess": 517.2406103017813}, {"term": "x0", "mean": 0.8428936132187604, "sd": 0.34510426764293634, "median": 0.828086471828713, "lower": 0.1982691074539022, "upper": 1.5377106612585467, "rhat": 1.0090988175200408, "ess": 585.2139485716135, "probability_positive": 0.996375, "odds_ratio": 2.2889346061687377}, {"term": "x1", "mean": 0.5741179117965046, "sd": 0.744006928977658, "median": 0.5680778212421411, "lower": -0.8327435271732218, "upper": 2.0889487033571412, "rhat": 1.0031567047495498, "ess": 589.8413129098493, "probability_positive": 0.77725, "odds_ratio": 1.7648713906482785}], "acceptance": 0.258125, "chains": 4, "draws": 8000, "converged": true, "priors": "normal(0, 2.5) on the standardized slopes, normal(0, 10) on the intercept"}

stat bayes_glm <json_X> <json_y> <family> <json_params>


Description

    Bayesian regression with parameters: prior_sd (2.5, on the standardized slopes; smaller = more shrinkage), prior_intercept_sd (10), chains (4), iterations (2000), burn_in (1000), seed, level, trials (binomial), offset (poisson), samples (draws returned)

Parameters

    json_X:   The rows - String - required
    json_y:   The response - String - required
    family:   The family - String - required
    json_params:   The parameters - String - required
admin
stat bayes_glm "[[4.7, 1], [1.3, 1], [3.1, 0], [2.1, 0], [2.8, 0], [4.9, 1], [3.1, 1], [1.2, 0], [3.6, 0], [2.5, 1], [2.1, 1], [4.3, 0], [3.4, 1], [1.7, 0], [3.7, 0], [1.3, 1], [2.1, 1], [2.3, 1], [3.2, 1], [2.0, 0], [1.5, 1], [3.2, 0], [1.7, 0], [2.7, 0], [1.9, 0], [4.2, 0], [5.0, 0], [4.9, 1], [1.1, 1], [1.8, 1], [1.9, 0], [3.6, 0], [2.7, 0], [2.4, 1], [4.6, 1], [4.8, 0], [2.7, 1], [3.2, 0], [1.4, 0], [3.2, 1]]" "[0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 0, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1]" "binomial" "{\"prior_sd\": 0.5}"
mentdb
{"family": "binomial", "n": 40, "coefficients": [{"term": "intercept", "mean": -1.9750302499982058, "sd": 0.8780384934132177, "median": -1.9286618718682957, "lower": -3.843296192070038, "upper": -0.32642244378986707, "rhat": 1.0074698418113566, "ess": 738.1303370843538}, {"term": "x0", "mean": 0.5090581633584876, "sd": 0.2555015717300446, "median": 0.5089401238901972, "lower": 0.01804001139646231, "upper": 1.0608417569677417, "rhat": 1.003971445441207, "ess": 758.0072439697914, "probability_positive": 0.98275, "odds_ratio": 1.6635271276040509}, {"term": "x1", "mean": 0.3411193989420448, "sd": 0.574068252789349, "median": 0.339489680986858, "lower": -0.7638241241901949, "upper": 1.4585427209642103, "rhat": 1.0140422084825844, "ess": 627.9064623953018, "probability_positive": 0.729375, "odds_ratio": 1.4042308020066314}], "acceptance": 0.286375, "chains": 4, "draws": 8000, "converged": true, "priors": "normal(0, 0.5) on the standardized slopes, normal(0, 10) on the intercept"}
Used in use cases (1 recipe)

    Statistician & biostatistician › Small sample: Bayesian logistic regression and the probability of an effect
Often used with

    stat glm

stat bayes_ab <successes_a> <trials_a> <successes_b> <trials_b>


Description

    Bayesian A/B test of two conversion rates (uniform priors): exact probability that B beats A, interval of the difference and of the lift, expected loss of each choice

Parameters

    successes_a:   Successes of A - Number - required
    trials_a:   Trials of A - Number - required
    successes_b:   Successes of B - Number - required
    trials_b:   Trials of B - Number - required
admin
stat bayes_ab 120 1000 145 1000
mentdb
{"rate_a": 0.12075848303393213, "rate_b": 0.14570858283433133, "prob_b_beats_a": 0.9501969076167952, "prob_b_beats_a_mc": 0.94879, "difference_lower": -0.004925832618116217, "difference_upper": 0.0548400618706738, "lift_median": 0.20701639650932668, "lift_lower": -0.03649317432149515, "lift_upper": 0.5152697337267359, "expected_loss_choosing_a": 0.02526414483566185, "expected_loss_choosing_b": 3.310556949133679E-4, "posteriors": "A ~ Beta(121, 881), B ~ Beta(146, 856)"}

stat bayes_ab <successes_a> <trials_a> <successes_b> <trials_b> <json_params>


Description

    A/B test with parameters: prior [a, b], samples (100000), seed, level

Parameters

    successes_a:   Successes of A - Number - required
    trials_a:   Trials of A - Number - required
    successes_b:   Successes of B - Number - required
    trials_b:   Trials of B - Number - required
    json_params:   The parameters - String - required
admin
stat bayes_ab 12 100 19 100 "{\"prior\": [2, 20]}"
mentdb
{"rate_a": 0.11475409836065574, "rate_b": 0.1721311475409836, "prob_b_beats_a": 0.9025809144382274, "prob_b_beats_a_mc": 0.90337, "difference_lower": -0.029602471787841415, "difference_upper": 0.14556127823834009, "lift_median": 0.5096438103680319, "lift_lower": -0.18819250208903643, "lift_upper": 1.9330136022936333, "expected_loss_choosing_a": 0.05938053953519738, "expected_loss_choosing_b": 0.0020650454813194593, "posteriors": "A ~ Beta(14, 108), B ~ Beta(21, 101)"}
Used in use cases (1 recipe)

    Statistician & biostatistician › A/B test of a landing page: probability to win and expected loss

stat bayes_factor_t <json_values>


Description

    Bayes factor of the one sample t test (JZS, Rouder 2009, Cauchy prior r = 0.707 on the effect size): BF10, BF01 and the strength of the evidence

Parameters

    json_values:   The values - String - required
admin
stat bayes_factor_t "[0.8, 1.2, -0.3, 0.9, 1.5, 0.4, 1.1, 0.2, 0.7, 1.3]"
mentdb
{"design": "one sample", "t": 4.473606810475955, "df": 9, "r": 0.7071067811865476, "bf10": 28.438573590077308, "bf01": 0.03516350765035967, "evidence": "strong evidence for H1 (a difference)"}

stat bayes_factor_t <json_values> <json_params>


Description

    Bayes factor with parameters: y (second sample), paired, mu (one sample), r (prior scale)

Parameters

    json_values:   The values - String - required
    json_params:   The parameters - String - required
admin
stat bayes_factor_t "[5.1, 5.3, 4.9, 5.2, 5.0, 5.1]" "{\"y\": [5.0, 5.2, 5.1, 4.9, 5.1, 5.0]}"
mentdb
{"design": "two independent samples", "t": 0.6956083436402506, "df": 10, "r": 0.7071067811865476, "bf10": 0.5451424204080055, "bf01": 1.8343830209572787, "evidence": "anecdotal evidence for H0 (no difference)"}

stat bayes_hierarchical <json_estimates> <json_se>


Description

    Normal hierarchical model (partial pooling) of group estimates with their standard errors: posterior of each group with its pooling factor (shrinkage: 0 = its own estimate, 1 = the common mean), of the mean mu and of the between-group sd tau (exact on a grid of tau, Gelman BDA 5.4)

Parameters

    json_estimates:   The estimates - String - required
    json_se:   Their standard errors - String - required
admin
stat bayes_hierarchical "[28, 8, -3, 7, -1, 1, 18, 12]" "[15, 10, 16, 11, 9, 11, 10, 18]"
mentdb
{"groups": [{"group": "group0", "estimate": 28, "posterior_mean": 11.446474267415237, "posterior_median": 10.207915611763717, "lower": -2.266045017344238, "upper": 31.603588192496023, "shrinkage": 0.823132268075223}, {"group": "group1", "estimate": 8, "posterior_mean": 7.87697334256201, "posterior_median": 7.848240938968097, "lower": -4.7534826546219335, "upper": 20.723167786550682, "shrinkage": 0.7203277451131574}, {"group": "group2", "estimate": -3, "posterior_mean": 6.097477695116706, "posterior_median": 6.580398514295561, "lower": -11.234993821774902, "upper": 20.250606548450065, "shrinkage": 0.8370469893795458}, {"group": "group3", "estimate": 7, "posterior_mean": 7.671257315561344, "posterior_median": 7.6790886293094545, "lower": -5.692925570594904, "upper": 21.136431012768146, "shrinkage": 0.7466545784738269}, {"group": "group4", "estimate": -1, "posterior_mean": 5.0097981973834536, "posterior_median": 5.504932755144255, "lower": -9.052917867064533, "upper": 16.447703654375847, "shrinkage": 0.6899857482493}, {"group": "group5", "estimate": 1, "posterior_mean": 6.097460467199858, "posterior_median": 6.452949707483116, "lower": -8.61528985279986, "upper": 18.48455138953692, "shrinkage": 0.7466545784738269}, {"group": "group6", "estimate": 18, "posterior_mean": 10.62507581217583, "posterior_median": 10.01810218228756, "lower": -1.2217799319879121, "upper": 25.977914329884754, "shrinkage": 0.7203277451131574}, {"group": "group7", "estimate": 12, "posterior_mean": 8.497174296949941, "posterior_median": 8.228202371169552, "lower": -7.278646176706404, "upper": 25.916843406884453, "shrinkage": 0.8605468650509407}], "mu": {"mean": 7.884466639656354, "lower": -2.281694810528439, "upper": 18.190173617680063}, "tau": {"mean": 6.643413150000068, "median": 5.2855, "lower": 0.2325, "upper": 21.1265}, "tau_prior": "uniform"}

stat bayes_hierarchical <json_estimates> <json_se> <json_params>


Description

    Hierarchical model with parameters: names, tau_prior (uniform, half_cauchy), tau_scale (5), samples (20000), seed, level

Parameters

    json_estimates:   The estimates - String - required
    json_se:   The standard errors - String - required
    json_params:   The parameters - String - required
admin
stat bayes_hierarchical "[28, 8, -3, 7, -1, 1, 18, 12]" "[15, 10, 16, 11, 9, 11, 10, 18]" "{\"tau_prior\": \"half_cauchy\", \"names\": [\"A\", \"B\", \"C\", \"D\", \"E\", \"F\", \"G\", \"H\"]}"
mentdb
{"groups": [{"group": "A", "estimate": 28, "posterior_mean": 9.350665705665135, "posterior_median": 8.79267484319304, "lower": -1.5637977762709994, "upper": 23.589960385829286, "shrinkage": 0.9222845014596}, {"group": "B", "estimate": 8, "posterior_mean": 7.77570908155682, "posterior_median": 7.758757641142926, "lower": -2.679295069135527, "upper": 18.349826632534644, "shrinkage": 0.8608663463283639}, {"group": "C", "estimate": -3, "posterior_mean": 7.0060516476061485, "posterior_median": 7.2129071498937165, "lower": -5.337871346757748, "upper": 18.071033282604898, "shrinkage": 0.9297063749768295}, {"group": "D", "estimate": 7, "posterior_mean": 7.688072841727333, "posterior_median": 7.671523495597151, "lower": -3.121035349740713, "upper": 18.595646156347357, "shrinkage": 0.8777102587194986}, {"group": "E", "estimate": -1, "posterior_mean": 6.291340686234295, "posterior_median": 6.536213245120178, "lower": -5.18834729375576, "upper": 16.1688800053874, "shrinkage": 0.8404777373196768}, {"group": "F", "estimate": 1, "posterior_mean": 6.917271333289778, "posterior_median": 7.08898250079468, "lower": -4.614668475706771, "upper": 17.18191439277522, "shrinkage": 0.8777102587194986}, {"group": "G", "estimate": 18, "posterior_mean": 9.140346623412684, "posterior_median": 8.800442803992464, "lower": -0.9518552578186301, "upper": 21.377426151500384, "shrinkage": 0.8608663463283639}, {"group": "H", "estimate": 12, "posterior_mean": 8.044708781417071, "posterior_median": 7.911903252287832, "lower": -3.778515152577678, "upper": 20.599358536539995, "shrinkage": 0.9417604389898303}], "mu": {"mean": 7.759566400908882, "lower": -0.9506826474420462, "upper": 16.471829672530735}, "tau": {"mean": 3.67252349999999, "median": 2.8055, "lower": 0.1395, "upper": 12.261274999999932}, "tau_prior": "half_cauchy"}
Used in use cases (1 recipe)

    Statistician & biostatistician › Multi-center trial: partial pooling of the effects of 8 centers

stat waic <json_loglik>


Description

    Model comparison from the pointwise log-likelihood of posterior draws: WAIC and PSIS-LOO (Vehtari 2017) with their standard errors, effective number of parameters and Pareto k diagnostics

Parameters

    json_loglik:   The log-likelihood (one row per draw, one column per observation) - String - required
admin
stat waic "[[-1.582, -2.004, -2.4889, -1.7755, -1.7597, -1.7597, -2.9143, -1.5651], [-1.695, -1.7792, -2.9017, -1.6268, -1.9766, -1.9766, -2.4994, -1.6591], [-1.7822, -1.6926, -3.1431, -1.5793, -2.1172, -2.1172, -2.315, -1.7365], [-1.5832, -1.9999, -2.4948, -1.7726, -1.7625, -1.7625, -2.9072, -1.566], [-1.6687, -1.8148, -2.8205, -1.6485, -1.9312, -1.9312, -2.5698, -1.6363], [-1.5449, -2.3739, -2.0906, -2.0539, -1.5975, -1.5975, -3.5133, -1.5509], [-1.5568, -2.1204, -2.338, -1.8601, -1.691, -1.691, -3.1104, -1.5479], [-1.553, -2.1478, -2.3066, -1.8805, -1.6776, -1.6776, -3.1554, -1.5458], [-1.5595, -2.5453, -1.966, -2.19, -1.5639, -1.5639, -3.773, -1.5743], [-1.5725, -2.6355, -1.9107, -2.2627, -1.5532, -1.5532, -3.9065, -1.5917], [-1.5835, -2.6982, -1.8757, -2.3138, -1.5483, -1.5483, -3.9983, -1.6056], [-1.5652, -2.0728, -2.3962, -1.8251, -1.7166, -1.7166, -3.0313, -1.5531], [-1.5703, -2.049, -2.427, -1.8078, -1.7306, -1.7306, -2.9911, -1.5566], [-1.5596, -2.1029, -2.3589, -1.8472, 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mentdb
{"observations": 8, "draws": 120, "lppd": -15.96245178568815, "elpd_waic": -17.034457581414344, "p_waic": 1.0720057957261906, "waic": 34.06891516282869, "waic_se": 3.3152839706164983, "elpd_loo": -17.06531227252752, "p_loo": 1.1028604868393703, "looic": 34.13062454505504, "looic_se": 3.3396730610428524, "pareto_k_max": 0.49840401505344417, "pareto_k_above_0_7": 0, "rule": "lower waic \/ looic = better model; a Pareto k > 0.7 makes the LOO of that observation unreliable"}