# Why am I getting noisy predictions from brms::predict?

**URL:** <https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042>\
**Category:** brms\
**Created:** [March 13, 2019, 6:08pm UTC](https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042 "2019-03-13T18:08:01Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![mts24](https://avatars.discourse-cdn.com/v4/letter/m/e9a140/32.png) [@mts24](https://discourse.mc-stan.org/u/mts24)\
**Post date:** [March 13, 2019, 6:08pm UTC](https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042/1 "2019-03-13T18:08:01Z")

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Hello,

First, thank you for BRMS and all the underlying work. I’m hoping to get some clarification of why my predictions are noisy when I would expect them to be linear? (sorry if I’m missing something obvious) I am working on a multi-output model but my questions is focused on one of the levels which would apply to all ultimately. First, my data is a time series data set of health spending from many countries with many years of missing data in some countries and nearly complete data in others. My base model simply fits the log of spending with year.

`ln(health\_exp) ~ year

fit \<- brm(ln\_value\_pc ~ year, data = data\_small\_total)

Family: gaussian  
Links: mu = identity; sigma = identity  
Formula: ln\_che\_pc ~ year  
Data: data\_small\_total (Number of observations: 1340)  
Samples: 4 chains, each with iter = 2000; warmup = 1000; thin = 1;  
total post-warmup samples = 4000  
ICs: LOO = NA; WAIC = NA; R2 = NA

Population-Level Effects:  
Estimate Est.Error l-95% CI u-95% CI Eff.Sample Rhat  
Intercept 29.90 18.16 -5.75 64.87 4000 1.00  
year -0.01 0.01 -0.03 0.01 4000 1.00

Family Specific Parameters:  
Estimate Est.Error l-95% CI u-95% CI Eff.Sample Rhat  
sigma 1.88 0.04 1.82 1.96 3747 1.00

Samples were drawn using sampling(NUTS). For each parameter, Eff.Sample  
is a crude measure of effective sample size, and Rhat is the potential  
scale reduction factor on split chains (at convergence, Rhat = 1).  
`

I would expect to simply predict a linear trend when I use predict to fill in all the years of data across my years. However, when using predict or posterior.predict the within country annual variation does not follow a simply linear trend. Below is the head of these predictions:

`  
pred\_che\_fit \<- predict(fit\_che, newdata = data\_small\_total, allow\_new\_levels = TRUE, sort = TRUE)

Estimate Est.Error 2.5%ile 97.5%ile  
1: 7.306073 1.411603 4.515836 9.929672  
2: 7.343608 1.411364 4.573684 10.066197  
3: 7.345000 1.411676 4.510049 10.068934  
4: 7.359616 1.415086 4.641277 10.099347  
5: 7.323695 1.410809 4.547681 10.137092  
6: 7.349641 1.409937 4.639661 10.217046  
`  
Again, my interest is why are the above estimates and percentiles going up and down over year when it should be linear?

Thanks in advance! Matt

- Operating System: Using Rstudio on a multi core cluster computer
- brms Version: 2.2.0

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**Author:** ![bgoodri](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/bgoodri/32/4451_2.png) [@bgoodri](https://discourse.mc-stan.org/u/bgoodri)\
**Post date:** [March 13, 2019, 6:39pm UTC](https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042/2 "2019-03-13T18:39:00Z")

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A posterior prediction, by definition, adds noise to the conditional mean function. If your interest lies in how a predictor influences the conditional mean function, then you could investigate the output of `posterior_linpred` (with `transform = TRUE` in GLMs). But most people that come from a frequentist or supervised learning background confuse the latter with the former.

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**Author:** ![mts24](https://avatars.discourse-cdn.com/v4/letter/m/e9a140/32.png) [@mts24](https://discourse.mc-stan.org/u/mts24)\
**Post date:** [March 13, 2019, 8:25pm UTC](https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042/3 "2019-03-13T20:25:53Z")

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Thank you Ben. This does make the predictions linear. As a Bayesian novice, are there any good background documents that would explain the underlying differences between posterior\_linpred and posterior\_predict? Thanks again, Matt

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**Author:** ![bgoodri](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/bgoodri/32/4451_2.png) [@bgoodri](https://discourse.mc-stan.org/u/bgoodri)\
**Post date:** [March 13, 2019, 8:49pm UTC](https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042/4 "2019-03-13T20:49:12Z")

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In the case of Gaussian outcomes, `posterior_predict` is equal to `posterior_linpred` plus noise with standard deviation given by the posterior distribution of \sigma. So, `posterior_predict` is what your model thinks the distribution of the outcome should look like for given values of the predictors. Or if you are just evaluating it at the observed values of the predictors, then it is supposed to look like the marginal distribution of the outcome.

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**Author:** ![shira](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/shira/32/14161_2.png) [@shira](https://discourse.mc-stan.org/u/shira)\
**Post date:** [June 3, 2022, 8:25pm UTC](https://discourse.mc-stan.org/t/why-am-i-getting-noisy-predictions-from-brms-predict/8042/5 "2022-06-03T20:25:15Z")

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hi !

[posterior\_linpred(fit, transform = TRUE)](https://paul-buerkner.github.io/brms/reference/posterior_linpred.brmsfit.html)  
and  
[posterior\_epred(fit)](http://paul-buerkner.github.io/brms/reference/posterior_epred.brmsfit.html)  
seem to both give  
= \{E[y\_i | x\_i, \theta^{(s)}]\}\_{s,i}  
An S x N matrix of draws from the expected outcome, where S is the number of posterior draws, N is the number of observations.

Taking the mean across posterior draws for each column (observation) gives:  
= \Big \{E \Big [E[y\_i | x\_i, \theta^{(s)}]\ \Big |\ x\_i, \text{data} \Big ] \Big \}\_{i} = \{E [y\_i | x\_i, \text{data}] \}\_{i}  
the means of the posterior predictive distribution.

The documentation for [posterior\_epred(fit)](http://paul-buerkner.github.io/brms/reference/posterior_epred.brmsfit.html) is a bit confusing because it says the output are these means themselves, as if the averaging over posterior draws were already done.

Does the above seem right ?

Thanks so much !