Specifying a multinomial logit with several predictors

Modeling
1

Hi, I am trying to run a multinomial model with several predictors. The code below works if I have one predictor but throws an error when I add another one. I have two questions please. Given the error message is the issue in the model failing to evaluate the probability at some initial value, is it an index out of range or both?

If it’s an index out range, why does it happen when I add a second predictor that’s very similar to the first predictor? The data and the code are below as well as the error message. Thank you.

A<-rbinom(1000,1,.35)
for (i in 1:length(A)){
  Y[i]=ifelse( A[i]==1, sample(1:4, 1, replace=TRUE, prob=c(0.75, 0.10, .10, 0.05)),
               sample(1:4, 1, replace=TRUE, prob=c(0.25, 0.25, .25, 0.25)))
}
for (i in 1:length(A)){
  B[i]=ifelse( A[i]==1, 0,
               sample(0:1, 1, replace=TRUE, prob=c(.45, .55)))}
Y<-as.numeric(Y)
K=4
N=1000
D=1

stan_data2 <- list(Y=Y, A=A,  K=K, D=D, N=N, B=B)

stan_program2<-"
data {
  int K;
  int N;
  int D;
  int Y[N];
  int A[N]; // dummy predictor
  int B[N];
  //real time[N]; // adding a continuous predictor 
}
parameters {
real a[K-1]; // intercepts for each subject area minus the reference
real bA[K-1]; // beta for the predictor
real bB[K-1];
  //matrix[D, K] alpha_A; // we have a matrix because there is a beta for A for each Y category. So in this case is 1:4 matrix. 
}
model {
  a ~ normal(0,1); //prior for alpha
  bA ~ normal(0,1); //prior for betas
  bB ~ normal(0,1);

// likelihood with predictor
  for ( i in 1:N ) {
        vector[K] p;
        for ( k in 1:(K-1) ) 
            p[k] = a[k] + bA[k] * A[i]+bB[K] * B[i];
        p[K] = 0; // this sets the last category as a fixed reference for other categories
        Y[i] ~ categorical_logit( p );
    }
}
"
fit2<-stan(model_code = stan_program2, data = stan_data2,
          warmup = 1000, iter = 5000, chains = 2, cores = 4,seed = 12)

Chain 1 Unrecoverable error evaluating the log probability at the initial value. 
Chain 1 Exception: array[uni, ...] index: accessing element out of range. index 4 out of range; expecting index to be between 1 and 3 (in 'C:/Users/BOGDAN~1/AppData/Local/Temp/Rtmp2BA4CD/model-27c826e45a93.stan', line 26, column 12 to column 52)
2

The error is coming from this line:

p[k] = a[k] + bA[k] * A[i]+bB[K] * B[i];

Here you’ve indexed bB with K rather than k (i.e., uppercase instead of lowercase)

1 Like
3

Well that’s embarrassing. Spent hours trying things.

THANK YOU!

1 Like
4

No worries, happens to the best of us!

5

I’d suggest putting your Stan programs in their own files. Then it’s easier to follow the error reports to the line where they arose in the Stan code. The above is part of the error message you quote, which identifies the line of the error, which is this:

            p[k] = a[k] + bA[k] * A[i]+bB[K] * B[i];

The next clue is this:

index 4 out of range; expecting index to be between 1 and 3

That gives you a hint as to what’s causing the problem—providing an index of 4 to an array of size 3.

1 Like