Posterior predictive check for binomial regression


#1

Hi,

There are quite few discussions how to perform posterior predictive checks (both visually and quantitatively) for binomial and logistic regression. I have a stan model for binomial classification and generated posterior predictive distribution. I am struggling to understand how to use it to assess the model.

Thanks for the advice.


#2

This paper might give you some ideas:
http://www.stat.columbia.edu/~gelman/research/published/dogs.pdf


#3

There are examples of how to make binned and continuous calibration plots for logistic regression (made with rstanarm) at https://avehtari.github.io/modelselection/diabetes.html