Stan_nlmer group specific effects are not being passed to posterior_predict

Interfaces rstanarm
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1

I think I have encountered an underlying error when trying to draw from the posterior predicted distribution of stan_nlmer models.

It appears that the group specific terms are not being passed to posterior_predict. In other words, it seems to behave as if re.form = NA and any predictions for groups end up drawn from the same posterior distribution. I have been able to replicate the problem using posterior_predict, add_predicted_draws etc.

The example below is drawn from the stan_nlmer vignette Estimating Generalized (Non-)Linear Models with Group-Specific Terms with rstanarm. Indeed if i exactly repeat the example in the vignette and change the level specified for Tree to a within sample tree, it generates the same distribution of predicted values as the out of sample tree.

data("Orange", package = "datasets")
Orange$age <- Orange$age / 100
Orange$circumference <- Orange$circumference / 100


post1 <- stan_nlmer(circumference ~ SSlogis(age, Asym, xmid, scal) ~ Asym|Tree,
                    data = Orange, cores = 2, seed = 12345, init_r = 0.5)


nd1 <- expand.grid(age = 1:20, Tree = as.factor(1:5))

pp <- posterior_predict(post1, newdata = nd1)


prediction <- colMeans(pp) 
nd_samples <- cbind(nd1, prediction)


ggplot(Orange, aes(x = age, y = circumference, colour = Tree, fill = Tree)) +
  geom_point() +
  geom_line(aes(y=prediction, x=age, colour=Tree), data = nd_samples)
#all 5 prediction curves are identical

nlmer
nlmer1800×1200 33.4 KB

I have also tried passing the group level terms (e.g. Asy|Tree , ~1|Tree) direct to re.form but this gave errors, although i am not quite sure I specified them correctly (I haven’t got the hang of nlmer group level specification).

Thanks, Josh

  • Operating System:Windows10
  • rstanarm Version:2.21.1
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2

Thanks for reporting! Tagging @jonah . Maybe you want to file this as a bug at rstanarm's GitHub repo?

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3

thanks @martinmodrak, have also added to rstanarm github - open issue #544 https://github.com/stan-dev/rstanarm/issues/544.

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