lauken13
commented
3 years ago Hi,
Can't speak for the rstanarm team as to whether they want to allow these particular covariances, but have you seen brms? I use it a lot for models that require a bit more flexibility than what rstanarm does (love rstanarm for teaching and simpler models though!). In brms the models need to be compiled, which can be a hassle, but it now supports cmdstanr as a back end, so it's much easier than it has been previously! :)
wlandau
Summary:
It would be great if
rstanarmsupported more advanced structures for the covariance matrix of the residuals.Description:
I use Bayesian longitudinal models for clinical trial data analysis, usually MMRM and GLIMMIX. The norm in the open source world seems to be to express longitudinality through subject-specific random effects, and
rstanarmis already capable of this. But for better or worse, all my stats colleagues are opposed to this approach. They believe this is not a true longitudinal model and that random effects would incur overparameterization issues anyway. This stance seems to be widespread in pharma. So I am required to avoid random effects and make the residual covariance block-diagonal, where the (common) block is fully parameterized (i.e. unstructured). Would you be open to allowing these covariances instan_glm()andstan_glmer()? Currently,rstanarmis limited to $\sigma^2 I$, so I have to useMCMCglmm, which does not have as convenient an interface.Reproducible Steps:
N/A
RStanARM Version:
2.12.1
R Version:
4.0.2
Operating System:
Mac OS 10