The matrix nm1_estimates$b has 6 columns. The col 1 to 5 corresponds to the five-level of "Tree", or b[(Intercept) Tree:3]:b[(Intercept) Tree:4]. The 6th column corresponds to b[(Intercept) Tree:_NEW_Tree]. b[(Intercept) Tree:3], b[(Intercept) Tree:4] and b[(Intercept) Tree:_NEW_Tree] are shown below:
nm1$stanfit
Why do we need a level b[(Intercept) Tree:_NEW_Tree]? How do we interpret it when we interpret the group effects?
According to the vignettes, "These random draws from the posterior distribution of the group-specific parameters are stored each time a joint model is estimated using stan_glmer, stan_mvmer, or stan_jm; they are saved under an ID value called "NEW".
Is the reason for having b[(Intercept) Tree:_NEW_Tree] because some levels might be missing when performing MCMC due to random simulation?
Summary:
The reason for having a new group level called "NEW" when performing stan_glmer
Description:
Why do we have a variable called b[(Intercept) Tree:_NEW_Tree]?
When I ran the R code below:
The matrix
nm1_estimates$b
has 6 columns. The col 1 to 5 corresponds to the five-level of "Tree", or b[(Intercept) Tree:3]:b[(Intercept) Tree:4]. The 6th column corresponds to b[(Intercept) Tree:_NEW_Tree]. b[(Intercept) Tree:3], b[(Intercept) Tree:4] and b[(Intercept) Tree:_NEW_Tree] are shown below:Why do we need a level b[(Intercept) Tree:_NEW_Tree]? How do we interpret it when we interpret the group effects?
According to the vignettes, "These random draws from the posterior distribution of the group-specific parameters are stored each time a joint model is estimated using stan_glmer, stan_mvmer, or stan_jm; they are saved under an ID value called "NEW".
Is the reason for having b[(Intercept) Tree:_NEW_Tree] because some levels might be missing when performing MCMC due to random simulation?
Reproducible Steps:
library(MASS) data() nm1 <- stan_glmer(circumference ~ age + (1|Tree),data = Orange) nm1_estimates <- rstan::extract(nm1$stanfit) head(nm1_estimates$b)
nm1$stanfit
RStanARM Version:
‘2.21.4’
R Version:
‘4.3.1’
Operating System:
macOS 11.7.7 (20G1345)