library(bellreg)
data(faults)
# ML approach:
mle <- bellreg(nf ~ lroll, data = faults, approach = "mle")
summary(mle)
#> Call:
#> bellreg(formula = nf ~ lroll, data = faults, approach = "mle")
#>
#> Coefficients:
#> Estimate StdErr z.value p.value
#> (Intercept) 0.98523702 0.33219497 2.9658 0.003019 **
#> lroll 0.00190935 0.00049004 3.8963 9.765e-05 ***
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> logLik = -88.96139 AIC = 181.9228
# Bayesian approach:
bayes <- bellreg(nf ~ lroll, data = faults, approach = "bayes", refresh = FALSE)
summary(bayes)
#>
#> bellreg(formula = nf ~ lroll, data = faults, approach = "bayes",
#> refresh = FALSE)
#>
#> mean se_mean sd 2.5% 25% 50% 75% 97.5% n_eff Rhat
#> (Intercept) 0.993 0.007 0.326 0.348 0.776 0.996 1.211 1.638 2407.233 1
#> lroll 0.002 0.000 0.000 0.001 0.002 0.002 0.002 0.003 2666.719 1
#>
#> Inference for Stan model: bellreg.
#> 4 chains, each with iter=2000; warmup=1000; thin=1;
#> post-warmup draws per chain=1000, total post-warmup draws=4000.
log_lik <- loo::extract_log_lik(bayes$fit)
loo::loo(log_lik)
#> Warning: Some Pareto k diagnostic values are too high. See help('pareto-k-diagnostic') for details.
#>
#> Computed from 4000 by 32 log-likelihood matrix.
#>
#> Estimate SE
#> elpd_loo -201.6 34.4
#> p_loo 60.0 18.9
#> looic 403.1 68.8
#> ------
#> MCSE of elpd_loo is NA.
#> MCSE and ESS estimates assume independent draws (r_eff=1).
#>
#> Pareto k diagnostic values:
#> Count Pct. Min. ESS
#> (-Inf, 0.7] (good) 26 81.2% 394
#> (0.7, 1] (bad) 4 12.5% <NA>
#> (1, Inf) (very bad) 2 6.2% <NA>
#> See help('pareto-k-diagnostic') for details.
loo::waic(log_lik)
#> Warning:
#> 21 (65.6%) p_waic estimates greater than 0.4. We recommend trying loo instead.
#>
#> Computed from 4000 by 32 log-likelihood matrix.
#>
#> Estimate SE
#> elpd_waic -202.6 35.7
#> p_waic 61.0 20.2
#> waic 405.1 71.4
#>
#> 21 (65.6%) p_waic estimates greater than 0.4. We recommend trying loo instead.