bayespy / bayespy

Bayesian Python: Bayesian inference tools for Python
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Multilevel logistic regression #53

Open tom-christie opened 8 years ago

tom-christie commented 8 years ago

Are there any examples of using BayesPy to do multilevel logistic regression? This seems like it'd be straightforward to do if you could define a variable as an arbitrary function of another, like

p[i] <- 1 / (1 + exp(-z[i]))

but I don't know whether that's possible.

jluttine commented 8 years ago

Nope, it's not currently possible to use arbitrary functions. BayesPy is currently limited to the conjugate exponential family. I have plans to add support for non-conjugate nodes but we'll see when that happens.

I added a separate general issue for that: https://github.com/bayespy/bayespy/issues/54 in case you want to follow the progress by subscribing to the issue. But it will probably take some time until I find the time to implement it. So I guess my suggestion would be to take a look on Stan.