{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "### NRT Lectures - Statistical Modeling" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Bayesian Hierarchical Model" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Rat Tumor Example" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import math\n", "import random\n", "import numpy as np\n", "import pandas as pd\n", "# import graphviz\n", "# from pymc3 import model_to_graphviz\n", "import pymc3 as pm\n", "from pymc3 import Model, sample, Beta, Binomial, Exponential, Uniform, summary, plot_posterior, model_to_graphviz, Deterministic\n", "import matplotlib.pyplot as plt\n", "# import os\n", "# os.environ[\"PATH\"] += os.pathsep + 'C:\\Program Files\\Python37\\Lib\\site-packages\\graphviz\\dot.py'" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | y | \n", "N | \n", "
---|---|---|
0 | \n", "0 | \n", "20 | \n", "
1 | \n", "0 | \n", "20 | \n", "
2 | \n", "0 | \n", "20 | \n", "
3 | \n", "0 | \n", "20 | \n", "
4 | \n", "0 | \n", "20 | \n", "
... | \n", "... | \n", "... | \n", "
66 | \n", "16 | \n", "52 | \n", "
67 | \n", "15 | \n", "46 | \n", "
68 | \n", "15 | \n", "47 | \n", "
69 | \n", "9 | \n", "24 | \n", "
70 | \n", "4 | \n", "14 | \n", "
71 rows × 2 columns
\n", "\n", " | y | \n", "N | \n", "
---|---|---|
count | \n", "71.000000 | \n", "71.000000 | \n", "
mean | \n", "3.760563 | \n", "24.492958 | \n", "
std | \n", "3.811504 | \n", "10.973830 | \n", "
min | \n", "0.000000 | \n", "10.000000 | \n", "
25% | \n", "1.000000 | \n", "19.000000 | \n", "
50% | \n", "3.000000 | \n", "20.000000 | \n", "
75% | \n", "5.000000 | \n", "22.500000 | \n", "
max | \n", "16.000000 | \n", "52.000000 | \n", "
\n", " | mean | \n", "sd | \n", "hpd_3% | \n", "hpd_97% | \n", "mcse_mean | \n", "mcse_sd | \n", "ess_mean | \n", "ess_sd | \n", "ess_bulk | \n", "ess_tail | \n", "r_hat | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|
alpha | \n", "45.039 | \n", "47.525 | \n", "1.461 | \n", "121.111 | \n", "29.701 | \n", "24.006 | \n", "3.0 | \n", "3.0 | \n", "3.0 | \n", "61.0 | \n", "1.92 | \n", "
beta | \n", "256.301 | \n", "267.787 | \n", "8.570 | \n", "710.858 | \n", "168.620 | \n", "136.621 | \n", "3.0 | \n", "3.0 | \n", "3.0 | \n", "66.0 | \n", "1.92 | \n", "
theta[0] | \n", "0.109 | \n", "0.047 | \n", "0.015 | \n", "0.173 | \n", "0.025 | \n", "0.020 | \n", "3.0 | \n", "3.0 | \n", "4.0 | \n", "58.0 | \n", "1.57 | \n", "
theta[1] | \n", "0.106 | \n", "0.048 | \n", "0.022 | \n", "0.170 | \n", "0.025 | \n", "0.019 | \n", "4.0 | \n", "4.0 | \n", "5.0 | \n", "113.0 | \n", "1.37 | \n", "
theta[2] | \n", "0.108 | \n", "0.045 | \n", "0.022 | \n", "0.171 | \n", "0.025 | \n", "0.019 | \n", "3.0 | \n", "3.0 | \n", "4.0 | \n", "60.0 | \n", "1.54 | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
theta[66] | \n", "0.211 | \n", "0.060 | \n", "0.138 | \n", "0.337 | \n", "0.034 | \n", "0.027 | \n", "3.0 | \n", "3.0 | \n", "3.0 | \n", "79.0 | \n", "1.66 | \n", "
theta[67] | \n", "0.216 | \n", "0.067 | \n", "0.124 | \n", "0.332 | \n", "0.038 | \n", "0.030 | \n", "3.0 | \n", "3.0 | \n", "3.0 | \n", "87.0 | \n", "1.70 | \n", "
theta[68] | \n", "0.214 | \n", "0.065 | \n", "0.138 | \n", "0.345 | \n", "0.035 | \n", "0.028 | \n", "3.0 | \n", "3.0 | \n", "4.0 | \n", "150.0 | \n", "1.61 | \n", "
theta[69] | \n", "0.213 | \n", "0.072 | \n", "0.125 | \n", "0.348 | \n", "0.039 | \n", "0.030 | \n", "3.0 | \n", "3.0 | \n", "3.0 | \n", "95.0 | \n", "1.71 | \n", "
theta[70] | \n", "0.175 | \n", "0.052 | \n", "0.111 | \n", "0.305 | \n", "0.017 | \n", "0.012 | \n", "9.0 | \n", "9.0 | \n", "15.0 | \n", "106.0 | \n", "1.26 | \n", "
73 rows × 11 columns
\n", "\n", " | mean | \n", "sd | \n", "hpd_3% | \n", "hpd_97% | \n", "mcse_mean | \n", "mcse_sd | \n", "ess_mean | \n", "ess_sd | \n", "ess_bulk | \n", "ess_tail | \n", "r_hat | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|
phi1 | \n", "0.144 | \n", "0.014 | \n", "0.121 | \n", "0.172 | \n", "0.001 | \n", "0.001 | \n", "209.0 | \n", "209.0 | \n", "208.0 | \n", "180.0 | \n", "1.01 | \n", "
phi2 | \n", "0.260 | \n", "0.042 | \n", "0.179 | \n", "0.329 | \n", "0.006 | \n", "0.004 | \n", "53.0 | \n", "53.0 | \n", "53.0 | \n", "150.0 | \n", "1.05 | \n", "
alpha | \n", "2.301 | \n", "0.791 | \n", "1.120 | \n", "3.768 | \n", "0.112 | \n", "0.080 | \n", "50.0 | \n", "50.0 | \n", "46.0 | \n", "134.0 | \n", "1.07 | \n", "
beta | \n", "13.699 | \n", "4.728 | \n", "6.619 | \n", "23.070 | \n", "0.628 | \n", "0.446 | \n", "57.0 | \n", "57.0 | \n", "55.0 | \n", "150.0 | \n", "1.05 | \n", "
theta[0] | \n", "0.058 | \n", "0.044 | \n", "0.004 | \n", "0.143 | \n", "0.003 | \n", "0.002 | \n", "193.0 | \n", "193.0 | \n", "147.0 | \n", "127.0 | \n", "1.00 | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
theta[66] | \n", "0.272 | \n", "0.055 | \n", "0.177 | \n", "0.378 | \n", "0.004 | \n", "0.003 | \n", "170.0 | \n", "123.0 | \n", "187.0 | \n", "55.0 | \n", "1.04 | \n", "
theta[67] | \n", "0.274 | \n", "0.052 | \n", "0.182 | \n", "0.364 | \n", "0.002 | \n", "0.002 | \n", "460.0 | \n", "460.0 | \n", "460.0 | \n", "186.0 | \n", "1.00 | \n", "
theta[68] | \n", "0.283 | \n", "0.059 | \n", "0.170 | \n", "0.387 | \n", "0.003 | \n", "0.002 | \n", "460.0 | \n", "449.0 | \n", "460.0 | \n", "173.0 | \n", "1.00 | \n", "
theta[69] | \n", "0.285 | \n", "0.066 | \n", "0.163 | \n", "0.408 | \n", "0.004 | \n", "0.003 | \n", "258.0 | \n", "227.0 | \n", "258.0 | \n", "98.0 | \n", "1.03 | \n", "
theta[70] | \n", "0.211 | \n", "0.075 | \n", "0.063 | \n", "0.356 | \n", "0.004 | \n", "0.003 | \n", "354.0 | \n", "336.0 | \n", "384.0 | \n", "160.0 | \n", "1.00 | \n", "
75 rows × 11 columns
\n", "