combine_effects.stan File Reference

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Functions
vector	combine_effects (array[] real intercept, vector beta, matrix design, vector beta_sd, matrix sd_design, int add_intercept)

Function Documentation

combine_effects()

vector combine_effects	(	array[]real	intercept,
		vector	beta,
		matrix	design,
		vector	beta_sd,
		matrix	sd_design,
		int	add_intercept
	)

Combine nested regression effects using design matrices

This function combines nested regression effects based on a design matrix and applies effect pooling using a second design matrix. It allows for scaling of effects with specified standard deviations, enabling the pooling of these effects. The function can also incorporate an intercept into the linear predictions.

Parameters

intercept	Array containing the regression intercept (length one).
beta	Vector of regression effects, typically unit-scaled for possible rescaling with beta_sd.
design	Design matrix mapping observations (rows) to effects (columns).
beta_sd	Vector of standard deviations for scaling and pooling effects.
sd_design	Design matrix relating effect sizes to standard deviations. The first column indicates no scaling for independent effects.
add_intercept	Binary flag to indicate if the intercept should be added to the beta vector.

Returns

A vector of linear predictions without error.

Note

The function scales the beta vector using the product of beta_sd and sd_design, then combines these scaled effects with the design matrix. If add_intercept is true, the intercept is included in the linear predictions. The function handles cases with no effects by returning a vector of the intercept repeated for each observation.

# Example usage in R:
intercept <- 1
beta <- c(0.1, 0.2, 0.4)
design <- t(matrix(c(1, 0, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 1, 0, 0, 1), 4, 4))
beta_sd <- c(0.1)
sd_design <- t(matrix(c(1, 0, 0, 1, 0, 1), 2, 3))
 
# Check effects are combined as expected:
combine_effects(intercept, beta, design, beta_sd, sd_design, TRUE)
# Output: 1.04 1.12 1.00 1.04

Definition at line 46 of file combine_effects.stan.