BerNPP_MCMC {NPP}

MCMC Sampling for Bernoulli Population using Normalized Power Prior

Description

Conduct posterior sampling for Bernoulli population with normalized power prior. For the power parameter \delta, a Metropolis-Hastings algorithm with either independence proposal, or a random walk proposal on its logit scale is used. For the model parameter p, Gibbs sampling is used.

Usage

BerNPP_MCMC(Data.Cur = c(100, 50), Data.Hist = c(100, 50),
            CompStat = list(n0 = NULL, y0 = NULL, n1 = NULL, y1 = NULL),
            prior = list(p.alpha = 1, p.beta = 1, delta.alpha = 1, delta.beta = 1),
            MCMCmethod = 'IND', rw.logit.delta = 0.1,
            ind.delta.alpha = 1, ind.delta.beta = 1, nsample = 5000,
            control.mcmc = list(delta.ini = NULL, burnin = 0, thin = 1))

Arguments

Data.Cur

a non-negative integer vector of two elements: c(number of trials, number of successes) in the current data.

Data.Hist

a non-negative integer vector of two elements: c(number of trials, number of successes) in the historical data.

CompStat

a list of four elements that represents the "compatibility(sufficient) statistics" for p. Default is NULL so the fitting will be based on the data. If the CompStat is provided then the inputs in Data.Cur and Data.Hist will be ignored. Note: in Bernoulli population providing CompStat is equivalent to provide the data summary as in Data.Cur and Data.Cur.

n0 is the number of trials in the historical data.

y0 is the number of successes in the historical data.

n1 is the number of trials in the current data.

y1 is the number of successes in the current data.

prior

a list of the hyperparameters in the prior for both p and \delta.

p.alpha is the hyperparameter \alpha in the prior distribution Beta(\alpha, \beta) for p.

p.beta is the hyperparameter \beta in the prior distribution Beta(\alpha, \beta) for p.

delta.alpha is the hyperparameter \alpha in the prior distribution Beta(\alpha, \beta) for \delta.

delta.beta is the hyperparameter \beta in the prior distribution Beta(\alpha, \beta) for \delta.

MCMCmethod

sampling method for \delta in MCMC. It can be either 'IND' for independence proposal; or 'RW' for random walk proposal on logit scale.

rw.logit.delta

the stepsize(variance of the normal distribution) for the random walk proposal of logit \delta. Only applicable if MCMCmethod = 'RW'.

ind.delta.alpha

specifies the first parameter \alpha when independent proposal Beta(\alpha, \beta) for \delta is used. Only applicable if MCMCmethod = 'IND'

ind.delta.beta

specifies the first parameter \beta when independent proposal Beta(\alpha, \beta) for \delta is used. Only applicable if MCMCmethod = 'IND'

nsample

specifies the number of posterior samples in the output.

control.mcmc

a list of three elements used in posterior sampling.

delta.ini is the initial value of \delta in MCMC sampling.

burnin is the number of burn-ins. The output will only show MCMC samples after bunrin.

thin is the thinning parameter in MCMC sampling.

Details

The outputs include posteriors of the model parameter(s) and power parameter, acceptance rate in sampling \delta, and the deviance information criteria.

Value

A list of class "NPP" with four elements:

p

posterior of the model parameter p.

delta

posterior of the power parameter \delta.

acceptance

the acceptance rate in MCMC sampling for \delta using Metropolis-Hastings algorithm.

DIC

the deviance information criteria for model diagnostics.

Author(s)

Zifei Han [e-mail]

References

Ibrahim, J.G., Chen, M.-H., Gwon, Y. and Chen, F. (2015). The Power Prior: Theory and Applications. Statistics in Medicine 34:3724-3749.

Duan, Y., Ye, K. and Smith, E.P. (2006). Evaluating Water Quality: Using Power Priors to Incorporate Historical Information. Environmetrics 17:95-106.

See Also

MultinomialNPP_MCMC; NormalNPP_MCMC; PoissonNPP_MCMC

Examples

BerNPP_MCMC(Data.Cur = c(493, 473), Data.Hist = c(680, 669),
            prior = list(p.alpha = 0.5, p.beta = 0.5, delta.alpha = 1, delta.beta = 1),
            MCMCmethod = 'RW', rw.logit.delta = 1, nsample = 5000,
            control.mcmc = list(delta.ini = NULL, burnin = 2000, thin = 5))