Brms measurement error model where x and y measure same latent variable

Interfaces brms
1

I’m wondering if there is a way in brms to specify a measurement errors model with errors in both x and y where both x and y are observed values of the same underlying latent variable.

The practical application is for comparing two measurement instruments that measure the same thing, for example the concentration of a solute in water. The true concentration is unknown and we assume the measurement error of each instrument. Is there a way to infer the true concentration with a brms model, or would this need to be coded in Stan directly?

My current approach is similar to what is done here in Section 15.1.2
However, this treats x and y as measuring different variables,

Here is a simple reprex with simulated data:

library(data.table)
library(brms)

# Simulate data
make_data <- function(n, cvx, cvy, slope, intercept) {
  tibble(
    TrueX = runif(n, min = 5, max = 10),
    SdX = cvx * TrueX,
    SdY = cvy * TrueX,
    ObsX = TrueX + rnorm(n, mean = 0, sd = SdX),
    ObsY = intercept + slope * ObsX + rnorm(n, mean = 0, sd = SdY)
    ) |> 
    as.data.table()
}

set.seed(1)
n <- 100
cvx <- 0.05
cvy <- 0.05
slope <- 1.1
intercept <- 0.1
dt <- make_data(n, cvx, cvy, slope, intercept)
mdl_formula <- bf(
    ObsY | mi(SdY) ~ me(ObsX, SdX)
    )

# Assign assumed measurement error SDs
dt[, SdX := cvx * ObsX]
dt[, SdY := cvy  * ObsY]

# --- Fit model ---
mdl_formula <- bf(
  ObsY | mi(SdY) ~ me(ObsX, SdX)
  )

priors_list <- c(
  prior(normal(1, 0.5), class = 'b', coef = 'meObsXSdX'),
  prior(normal(7.7, 3), class = 'meanme', coef = 'meObsX')
  )

# Prior on 'meObsX' derived empirically from the data as mean(dt$ObsX) and sd(dt$ObsX) to hopefully stabilize the model/reduce divergences

start_time <- Sys.time()
mdl <- brm(
  formula = mdl_formula,
  data = dt,
  prior = priors_list,
  warmup = 4000, 
  iter = 12000, 
  thin = 2,
  chains = 4,
  cores = 4,
  control = list(adapt_delta = 0.99, max_treedepth = 20)
)

Thanks!

2

When there is measurement error in x, brms assumes that the true underlying latent values of x are drawn from an underlying normal distribution. However, once you are willing to make that assumption, your particular problem can be re-cast away from a measurement-error model and instead can be thought of as a model with a random effect giving the latent value for each pair of x, y, and then both values being responses. For example, encode the data with three columns: $obs giving the observed measurement, $instrument giving which instrument the measurement came from, and $replicate identifying which unique pair of x and y a value belongs to. Then if you wanted to estimate the instrument-specific measurement variance, you could use:

bf(
  obs ~ (1 | replicate),
  sigma ~ instrument
)

And fixing the sigmas would give you the model that you want, where the sds are known. For more on how to fix parameters in a brms model, see Fix parameters via the 'prior' argument · Issue #783 · paul-buerkner/brms · GitHub