brms underlying Stan code for a non-nested multi-level model, e.g., make_stancode(y ~ 1 + (1 | re_1) + (1 | re_2) + (1 | re_3), data = d) is identical to the Stan code for a nested model, make_stancode(y ~ 1 + (1 | re_1 / re_2 / re_3), data = d) whether or not the nesting is natural. It loo…

(1 | A/B) translates to (1 | A) + (1 | A:B) where A:B simply means creating a new grouping factor with the levels of A and B pasted together. This is explained a little bit longer in https://journal.r-project.org/archive/2018/RJ-2018-017/index.html

Thanks. That’s helpful. In looking at the paper, I do have a follow-up question on the paper description, The / operator indicates nested grouping structures and expands one grouping factor into two or more when using multiple / within one term. For instance, if the user were to write (1 | g1/g2),…

That’s because there is nothing to correlate in your model. Replace (1 | ...) by (1 + x | ...) and you will see the difference.

Ah, that makes sense. I misunderstood the sentence as meaning correlation across groups instead of correlation of predictors within each group. I’d like to have the group (1 | g1) provide/share information for the nested group (1 | g1:g2).

Then you need to make a conceptual proposal of how this should look like :-)

Learning Bayesian methods and Stan coding is difficult and something I don’t know a lot about. Using and interpreting mulitlevel/mixed/hierarchical models is also hard, much harder than most people realize. Check out general help on specifying multilevel models. Ben Bolker’s FAQ *This oft cited…

Would: [image] Trying to make a "three-level nested linear model" run faster Modeling So, with the help of @wds15 , I post here the vectorized code of the model, with the non-centered parametrization. I hope someone else will find it useful in future. Many thanks to Kazu…

I don’t see how this can help since the model you linked to does not contain any correlation or similar measure to share information between random effects of different levels. Or am I overlooking something?

As a start, it seems it may be useful to just change the priors from independent groups to using the broader group as the mean for the nested group; same for the standard deviations. So, the brms-generated Stan code in the above example, target += student_t_lpdf(sd_1 | 3, 0, 10) - 1 * student_t…

For me to seriously consider a proposal, we cannot just change a bunch of lines of Stan code and hope for the model to be still reasonable. Instead it is important to have a clear theory of what is the target, how the desired model looks like, what properties it has and why those makes sense. With …

Brms approach to Stan models for nested versus non-nested multi-level models?

Interfaces brms

ssp3nc3r June 20, 2019, 10:05pm 8

Would:

Be a start?

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Brms approach to Stan models for nested versus non-nested multi-level models?

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