Comments (2)
Looking at this more. I can recreate the problem without such a complicated setup. Here, I'll simulate an outcome w/2 independent causes, then regress on only 1 cause.
bX <- 1
bZ <- 1
x <- rnorm(N, 10, 2)
z <- rnorm(N, 10, 2)
y <- rnorm(N, bX*x + bZ*z, 1)
lm() correctly identifies the coeffcients
a <- lm(y ~ x)
summary(a)
>Call:
lm(formula = y ~ x)
Residuals:
Min 1Q Median 3Q Max
-6.6387 -1.5591 0.1323 1.5196 7.1522
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 10.16879 0.37413 27.18 <2e-16 ***
x 0.98556 0.03654 26.97 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.317 on 998 degrees of freedom
Multiple R-squared: 0.4216, Adjusted R-squared: 0.421
F-statistic: 727.3 on 1 and 998 DF, p-value: < 2.2e-16
but not quap
b <- quap(
alist(
y ~ dnorm(mu, sigma),
mu <- bX*x,
bX ~ dnorm(0,1),
sigma ~ dexp(1)
), data=list(x=x, y=y)
)
precis(b)
> mean sd 5.5% 94.5%
bX 1.96 0.01 1.94 1.97
sigma 3.05 0.07 2.94 3.16
from rethinking.
The lm() model has an intercept parameter (accounting for Z). The quap() model does not. I expect that's the source of the difference. They are different models.
from rethinking.
Related Issues (20)
- How to construct a spline model using ulam() HOT 4
- cannot install rethinking HOT 1
- Error in link(), R code 4.67 HOT 1
- Poisson response imputation compilation error
- Random Effect in Zero-Inflated Model
- Rethink package is NOT getting installed HOT 8
- Sampling issue for the Cat Adoptions Survival model.
- Random walk in ulam HOT 2
- problem in precis command
- Can multiple outcomes be regressed on the same linear model?
- ulam fits missing @stanfit slot? HOT 2
- WAIC not computing from ulam() model, even with log_lik = TRUE HOT 4
- Problem installing cmdstanr HOT 1
- ulam fits giving odd errors HOT 4
- errata 2nd Edition page 130
- log_lik fails with matrices in models fit by ulam HOT 6
- Where is sim_globe, and the rest of the code shown in the videos? HOT 2
- Panda_nuts Nut-Cracking Frequency? HOT 6
- The garden of forking data - 2 blue from 1? HOT 3
- quap allows incorrect(?) definition with categorical variable HOT 1
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from rethinking.