I am trying to solve multivariate regression with multiple dependent variables on Winbugs. But I am getting errors during compilations. I tried to solve based on solutions to the same problem but was unsuccessful. Any help will be highly appreciated.
model {
for(i in 1:n)
{ for(k in 1:J)
{ y[i,k]~ dpois(mu[i,])
log(mu[i,1]) <- beta1[1]*x1[i] + beta2[1]*x2[i] + b[,1]
log(mu[i,2]) <- beta1[2]*x1[i] + beta2[2]*x2[i] + b[,2]
}}
# PRIORS
for (i in 1:n) {
for(k in 1:J) {
b[i,k] <- 1
}}
# Scale Matrix
for(i in 1:J)
{
for (j in 1:J)
{
R[i,j] <- equals(i,j)
}}
for (j in 1:J) {beta1[j]~ dmnorm(zero[], B[,])
beta2[j]~ dmnorm(zero[], B[,]) }
for(i in 1:J)
{
for (j in 1:J)
{ B[i,j] <- 0.01*equals(i,j)
}}
for (i in 1:J) { zero[i] <- 0}
}
#DATA
list(n=3, J=2)
#DATA
y[ ,1] x1[] x2[] y[,2]
0 9.91 8.34 1
3 10.48 10.14 79
0 10.31 9.42 40
The error is because you have mu
nested within two for
loops. Therefore, you are filling row i
J
times which is not possible. What you have is:
for(i in 1:n){
for(k in 1:J){
y[i,k]~ dpois(mu[i,])
log(mu[i,1]) <- beta1[1]*x1[i] + beta2[1]*x2[i] + b[,1]
log(mu[i,2]) <- beta1[2]*x1[i] + beta2[2]*x2[i] + b[,2]
}}
What it looks like it should be is:
for(i in 1:n){
log(mu[i,1]) <- beta1[1]*x1[i] + beta2[1]*x2[i] + b[,1]
log(mu[i,2]) <- beta1[2]*x1[i] + beta2[2]*x2[i] + b[,2]
for(k in 1:J){
y[i,k]~ dpois(mu[i,])
}}
This way you are not supplying multiple definitions to each cell in mu