check_prior {bayestestR} R Documentation

## Check if Prior is Informative

### Description

Performs a simple test to check whether the prior is informative to the posterior. This idea, and the accompanying heuristics, were discussed in this blogpost.

### Usage

check_prior(model, method = "gelman", simulate_priors = TRUE, ...)


### Arguments

 model A stanreg, stanfit, brmsfit, blavaan, or MCMCglmm object. method Can be "gelman" or "lakeland". For the "gelman" method, if the SD of the posterior is more than 0.1 times the SD of the prior, then the prior is considered as informative. For the "lakeland" method, the prior is considered as informative if the posterior falls within the ⁠95%⁠ HDI of the prior. simulate_priors Should prior distributions be simulated using simulate_prior() (default; faster) or sampled via unupdate() (slower, more accurate). ... Currently not used.

### Value

A data frame with two columns: The parameter names and the quality of the prior (which might be "informative", "uninformative") or "not determinable" if the prior distribution could not be determined).

### References

https://statmodeling.stat.columbia.edu/2019/08/10/

### Examples

## Not run:
library(bayestestR)
if (require("rstanarm")) {
model <- stan_glm(mpg ~ wt + am, data = mtcars, chains = 1, refresh = 0)
check_prior(model, method = "gelman")
check_prior(model, method = "lakeland")

# An extreme example where both methods diverge:
model <- stan_glm(mpg ~ wt,
data = mtcars[1:3, ],
prior = normal(-3.3, 1, FALSE),
prior_intercept = normal(0, 1000, FALSE),
refresh = 0
)
check_prior(model, method = "gelman")
check_prior(model, method = "lakeland")
plot(si(model)) # can provide visual confirmation to the Lakeland method
}

## End(Not run)


[Package bayestestR version 0.13.0 Index]