pyro-ppl / brmp

Bayesian Regression Models in Pyro
Apache License 2.0
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Support for fully unobserved response variables #44

Open eb8680 opened 4 years ago

eb8680 commented 4 years ago

Extends #43.

In addition to supporting brms' existing model-based imputation feature #43 , I would like to propose adding support for multiple responses #42 where a strict subset of responses are fully unobserved. A trivial case of this is specifying random effects in separate formulas:

xf <- bf(x_latent ~ 1)
yf <- bf(y ~ x_latent)

Semantically, this would be identical to the partially missing data case; it would merely be a syntax extension to add additional column(s) for the fully unobserved variable(s) to a user's input dataframe.