Comparing Parameters

General
1

Hi,
Suppose we have a model like

y ~ normal(b[1] + b[2]*x1 + b[3]*x2,sigma)

I would like to make posterior probability statements of the form P(b[2] > b[3] | data).

Can I get that from (using matlabstan)
z2 = fit.extract(‘permuted’,true).b(:,2));
z3 = fit.extract(‘permuted’,true).b(:,3));

sum(z2 > z3)/length(z2)

thanks!

2

Yes. Although you shouldn’t get in the habit of permuting in the extract call. It doesn’t affect anything here but it’s bad practice.

3

Thanks very much!

4

You can also get them by adding the following to generted quantities:

generated quantities {
  int<lower=0, upper=1> z2_gt_z3 = z2 > z3;

and then the posterior mean of z2_gt_z3 is the probability you’re after. That’s because event probabilities are just expectations of indicator functions.