Imagine a fairly standard multinomial outcome, such as the contraceptive method used by women in a survey dataset. For simplicity, let’s say that there are four different methods, dubbed a, b, c, and d.
Now suppose that some of the researchers wrote semi-illegible entries on their survey forms. As a result, it is subsequently not possible to discern the exact letter written on the form. Sometimes it is not possible to distinguish between a and d, for instance. But in that particular case, it’s definitely possible to say that the response is not b or c.
To model such data, what methods are used by members of the Stan community?
Yeah, you basically have to marginalize over all of the ways the survey form could say Y = y, which is Pr(y | a) + Pr(y | b) + Pr(y | c) + Pr(y | d). See for example,
but ignore all the pre-Stan stuff about how to draw from such posterior distributions.
Thanks, Ben. I’ll take a look. Meanwhile, am I inferring that it’s possible in Stan to attach different probabilities to the outcomes, as in we might be 90% sure that it’s a with the remaining 10% probability attached to d?
That should be fine, but you have to construct the probability vector accordingly. It may be better to just set the hyperpriors so that there is only a very small probability of the answer appearing to be on some category given that the truth was another category.