Hi, has anyone seen any Stan example of hierarchical logistic regression with time-varying coefficients, captured by a dynamic linear model (Kalman filter type) process? Thanks.

Check out Eric Ward’s course Applied Time Series Analysis (atsa-es.github.io) He has moved much of the R MARSS package to Stan models that are part of the course he co-teaches (the above link goes to those packages as well). Edit: I think this model example might be what you are looking for: atsar…

Thanks for the replies thus far. Let me try to write down the model I have in mind: Y[i, t]: binary outcome (1/0) for period i at time t Y[i, t] = P( A[i, t] ) P(.) = inverse-logit A[i, t+1] = A[i, t] + e[i, t+1] e[i, t] ~ N ( 0, s ), for all t A[i, 0] ~ N ( pop_A, pop_s ) I call this a hi…

I’m not sure what you are trying to do. But, if you want to do a latent, binary variable, your model seems similar to an occupancy model. Checkout this package I have written as well: UMESC / quant-ecology / occStan · GitLab (usgs.gov) As a tip, I suggest these steps: Writing out the math of you…

Thanks. Could you tell me whether this is the stan code you are referring to? I use cmdStan so I cannot run your RStan-linked package. Thank you.

You found one model. There is also a two-level model in the same folder.

[Help] Hierarchical logistic regression with time-varying coefficients

Modeling

Ara_Winter October 5, 2021, 7:35pm 2

Does this help Example von Bertalanffy model (and hierarchical logistic regression and linear regression) as a starting point?

Topic		Replies	Views
Time-series negative binomial multilevel regression General	5	1441	November 18, 2020
Model specification for hierarchical AR(1) and Ornstein-Uhlenbeck process Modeling hierarchical-model	14	5019	December 25, 2020
Time-series in Stan, I am new to Stan and need hints to develop the model. THANKS Modeling rstan , specification	43	3107	June 12, 2020
Example von Bertalanffy model (and hierarchical logistic regression and linear regression) Publicity example-models , ecology	2	1190	April 10, 2020
Two-armed bandit hierarchical reinforcement learning model - simplify to random intercept only Modeling rstan , specification , mixed-model , reinforcement-learning	3	551	February 12, 2024

[Help] Hierarchical logistic regression with time-varying coefficients

Related topics