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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.

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Basic statistical modelling examples.

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  • Python 96.6%
  • Stan 3.4%