===== Random coefficients LCSM ===== ==== NLSY97 data ==== * {{:lab:projects:12bayesian_random_coefficients_lcsm:nlsy97.final.center.txt|Data set}} * Variables in the data set * Outcome: piat1-piat5: PIAT math test standard score from Year 1998-2002 * Time varying covariates: smoke1-smoke5: # of days smoked in last 30 days Year 1998-2002 * Time invariant covariates: op: optimistic about the future (1997), depress: depression at 2002 ===== Real data analysis ===== * BUGS code ##Model part model{ for (i in 1:N){ LS[i,1:2]~dmnorm(mu[1:2], inv_sig_LS[1:2,1:2]) Y[i,1]~dnorm(y[i,1],inv_sig_e2) y[i,1]<-LS[i,1] for (t in 2:T){ Y[i,t]~dnorm(y[i,t], inv_sig_e2) d[i,t-1]<-gamma[i,t-1]*y[i,t-1]+LS[i,2] y[i,t]<-d[i,t-1]+y[i,t-1] ## another way to deal this gamma[i, t-1]~dnorm(mugamma[i,t-1], inv_sig_v2) mugamma[i, t-1]<-beta[1]*X[i,t-1] + beta[2]*(Z[i]-0.6442308) } } inv_sig_e2~dgamma(.001,.001) inv_sig_v2~dgamma(.001,.001) for (i in 1:2){ beta[i]~dnorm(0,.00001) par[i]<-beta[i] } mu[1]~dnorm(0,.00001) mu[2]~dnorm(0,.00001) par[3]<-mu[1] par[4]<-mu[2] inv_sig_LS[1:2,1:2]~dwish(sigs[1:2,1:2],2) sigs[1,1]<-1 sigs[2,2]<-1 sigs[1,2]<-sigs[2,1] sigs[2,1]<-0 par[5]<-1/inv_sig_e2 par[6]<-1/inv_sig_v2 sig_LS[1:2,1:2]<-inverse(inv_sig_LS[1:2,1:2]) par[7]<-sig_LS[1,1] par[8]<-sig_LS[1,2] par[9]<-sig_LS[2,2] } ## Starting values list(beta=c(0,0),inv_sig_e2=1,inv_sig_v2=1, mu=c(1,1), inv_sig_LS=structure(.Data=c(1,0,0,1),.Dim=c(2,2))) list( N = 104, T = 5.00000E+00, Y = structure(.Data= c( 1.17000E+01, 8.60000E+00, 7.10000E+00, 7.60000E+00, 8.50000E+00, 9.50000E+00, 8.90000E+00, 7.60000E+00, 8.00000E+00, 8.50000E+00, 9.00000E+00, 9.40000E+00, 8.60000E+00, 8.80000E+00, NA, NA, 8.30000E+00, NA, 8.00000E+00, 8.30000E+00, 1.10000E+01, 1.05000E+01, NA, 9.60000E+00, 9.70000E+00, 1.35000E+01, 1.24000E+01, 1.21000E+01, 1.17000E+01, 1.20000E+01, 1.15000E+01, 1.18000E+01, 1.19000E+01, 1.21000E+01, 1.09000E+01, NA, NA, 1.20000E+01, 9.60000E+00, 8.60000E+00, 1.01000E+01, 8.30000E+00, 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-1.17282E+00, 6.91533E-01, 1.06440E+00, -1.09825E+00, -7.99952E-01, -8.74526E-01, -5.42097E-02, -1.17282E+00, -1.17282E+00, 1.06440E+00, 1.06440E+00, -1.17282E+00, -9.49101E-01, 1.06440E+00, 1.06440E+00, -1.17282E+00, -9.49101E-01, -1.09825E+00, -1.17282E+00, -1.17282E+00, -1.17282E+00, -1.09825E+00, -1.09825E+00, -1.17282E+00, 1.06440E+00, -7.99952E-01, 6.91533E-01, -1.17282E+00, -1.02367E+00, -9.49101E-01, -1.17282E+00, -1.09825E+00, -1.09825E+00, 1.06440E+00, 3.18661E-01, -1.17282E+00, -1.17282E+00, -1.02367E+00, -1.02367E+00, -4.27081E-01, 3.93236E-01, 1.06440E+00, -1.17282E+00, -1.17282E+00, -7.99952E-01, -7.25378E-01, -5.42097E-02, 6.91533E-01, 1.06440E+00, 1.06440E+00, 1.06440E+00, -1.02367E+00, -6.50804E-01, -1.17282E+00, -1.09825E+00 ), .Dim=c( 104, 4 )), Z =c( 1, 1, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 1, 0, 0, 0, 0, 1, 0, 1, 1, 1, 1, 1, 1, 0 ) ) ==== Simulation ==== * [[Data generation]] * [[Generate simulation scripts]] * [[Bugs codes for the model (random) - ranmodel.txt]] -- [[alternative specification]] -- [[Another way]] * [[Initial value file - raninits.txt]] * [[Script file - ranscript.txt]] * [[Submission file - ransub.sh]] * [[R codes to run the simulation]]