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offsets do not work correctly in stan_gamm4
Summary:
The offsets don't work right in stan_gamm4. The example here is for a gaussian family, but it is particularly harmful in poisson regression.
Description:
Specifying an offset inside the formula or as argument to the function does not work if the offset referred to is a column inside the data frame. This is also problematic when predicting.
Reproducible Steps:
## example from gamm
library(rstanarm)
dat <- mgcv::gamSim(1, n = 400, scale = 2) ## simulate 4 term additive truth
#> Gu & Wahba 4 term additive model
## Now add 20 level random effect `fac'...
dat$fac <- fac <- as.factor(sample(1:20, 400, replace = TRUE))
dat$y <- dat$y + model.matrix(~ fac - 1) %*% rnorm(20) * .5
br <- stan_gamm4(y ~ s(x0) + x1 + s(x2) + offset(f2), data = dat, random = ~ (1 | fac),
chains = 1, iter = 200) # for example speed
RStanARM Version:
2.17.2
R Version:
3.4.3
> sessionInfo()
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.3
Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib
locale:
[1] de_CH.UTF-8/de_CH.UTF-8/de_CH.UTF-8/C/de_CH.UTF-8/de_CH.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] rstanarm_2.17.2 Rcpp_0.12.14
loaded via a namespace (and not attached):
[1] lattice_0.20-35 zoo_1.8-0 gtools_3.5.0 assertthat_0.2.0
[5] digest_0.6.12 mime_0.5 R6_2.2.2 plyr_1.8.4
[9] stats4_3.4.3 ggplot2_2.2.1 colourpicker_0.3 rlang_0.1.2
[13] lazyeval_0.2.0 minqa_1.2.4 miniUI_0.1.1 nloptr_1.0.4
[17] Matrix_1.2-12 DT_0.2 shinythemes_1.1.1 splines_3.4.3
[21] shinyjs_0.9.1 lme4_1.1-13 stringr_1.2.0 htmlwidgets_0.9
[25] loo_1.1.0 igraph_1.1.2 munsell_0.4.3 shiny_1.0.5
[29] compiler_3.4.3 httpuv_1.3.5 rstan_2.17.3 pkgconfig_2.0.1
[33] base64enc_0.1-3 mgcv_1.8-22 rstantools_1.3.0 htmltools_0.3.6
[37] tibble_1.3.4 gridExtra_2.3 codetools_0.2-15 threejs_0.3.1
[41] matrixStats_0.52.2 dplyr_0.7.3 MASS_7.3-47 grid_3.4.3
[45] nlme_3.1-131 xtable_1.8-2 gtable_0.2.0 magrittr_1.5
[49] StanHeaders_2.17.2 scales_0.5.0 stringi_1.1.5 reshape2_1.4.2
[53] bindrcpp_0.2 dygraphs_1.1.1.4 xts_0.10-0 tools_3.4.3
[57] glue_1.1.1 shinystan_2.4.0 markdown_0.8 crosstalk_1.0.0
[61] rsconnect_0.8.5 parallel_3.4.3 survival_2.41-3 inline_0.3.14
[65] colorspace_1.3-2 bayesplot_1.4.0 bindr_0.1
Operating System:
Your operating system (e.g., OS X 10.11.3)
Thanks for reporting. Not sure what the problem is but will look into it. It might work if you use the offset argument instead of putting it in the formula.
This offset problem still exists in the current version of rstanarm
:
require(rstanarm)
fit = stan_gamm4(carb ~ gear + s(mpg), offset = log(disp),
family=poisson(),
data = mtcars, chains = 1, iter = 200)
> fit = stan_gamm4(carb ~ gear + s(mpg), offset = log(disp),
+ family=poisson(),
+ data = mtcars, chains = 1, iter = 200)
Error in stan_glm.fit(x = X, y = y, weights = weights, offset = offset, :
formal argument "offset" matched by multiple actual arguments
My rstanarm
and rstan
version is 2.18.2. My R
version is 3.6.0.