Statistical Modelling Examples

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Examples

PyStan examples includes these methods:

• Linear Regression
• Multiple Linear Regression
• Robust Regression
• Logistic Regression
• Multinomial Logistic Regression
• Ordered Logistic Regression
• One-way ANOVA
• Two-way ANOVA

StatsModels examples includes these methods:

• Multiple linear regression with interaction terms
• Poisson regression

R examples includes these methods:

• Factor analysis

Helper Functions for PyStan

• Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation reference code, Link.
• stan_utility.py (Inference case studies in jupyter), Link.

Useful Resources

• Stan Reference Manual Link
• PyStan Getting Started Link
• Stan example models Link
• Prior choices Link
• Glossary of statistical terms Link
• Salvatier J, Wiecki TV, Fonnesbeck C. (2016) Probabilistic programming in Python using PyMC3. PeerJ Computer Science 2:e55 https://doi.org/10.7717/peerj-cs.55 Link

Datasets

• R datasets Link
• Datasets for teaching Link

Books

• Korner-Nievergelt, F., Korner-Nievergelt, P., Roth, T., Almasi, B., Felten, S. V., & Guélat, J. (2016). Bayesian data analysis in ecology using linear models with R, BUGS and Stan. Amsterdam: Elsevier/Academic Press.