[R] MCMC logit

[Ravi Varadhan]

As the error message clearly indicates, the function MCMClogit is unable to
find the variable x1 (possibly x2,x3, and x4 also) in the data frame c.df.
Check the names of the variables in that data frame and make sure that the
names correspond to the formula specification.

Hope this helps,
Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Anamika Chaudhuri
Sent: Friday, March 09, 2007 3:27 PM
To: r-help at stat.math.ethz.ch
Subject: [R] MCMC logit

Hi, 
I have a dataset with the binary outcome Y(0,1) and 4 covariates
(X1,X@,X#,X$). I am trying to use MCMClogit to model logistic regression
using MCMC. I am getting an error where it doesnt identify the covariates
,although its reading in correctly. The dataset is a sample of actual
dataset. Below is my code:
> #######################
> 
> 
> #retreive data
> # considering four covariates
>
d.df=as.data.frame(read.table("c:/tina/phd/thesis/data/modified_data1.1.txt"
,header=T,sep=","))
> y=d.df[,ncol(d.df)]
> x=d.df[,1:4]
> c.df=cbind(y,x)
> #x=cbind(1,x)
> p <- ncol(c.df)
> 
> # marginal log-prior of beta[]
> logpriorfun <- function(beta, mu, gshape, grate)
+ {
+ logprior = -p*log(2) + log(gamma(p+gshape)) - log(gamma(gshape))
+ + gshape*log(grate) - (p+gshape)* log(grate+sum(abs(beta)))
+ return(logprior)
+ }
> require(MCMCpack)
Loading required package: MCMCpack
Loading required package: coda
Loading required package: lattice
Loading required package: MASS
##
## Markov Chain Monte Carlo Package (MCMCpack)
## Copyright (C) 2003-2007 Andrew D. Martin and Kevin M. Quinn
##
## Support provided by the U.S. National Science Foundation
## (Grants SES-0350646 and SES-0350613)
##
[1] TRUE
Warning message:
package 'MASS' was built under R version 2.4.1 
> a0 = 0.5
> b0 = 1
> mu0 = 0
> beta.init=list(c(0, rep(0.1,4)), c(0, rep(-0.1,4)), c(0, rep(0, 4)))
> burnin.cycles = 1000
> mcmc.cycles = 25000
> # three chains
> post.list <- lapply(beta.init, function(vec)
+ {
+ posterior <- MCMClogit(y~x1+x2+x3+x4, data=c.df, burnin=burnin.cycles,
mcmc=mcmc.cycles,
+ thin=5, tune=0.5, beta.start=vec, user.prior.density=logpriorfun,
logfun=TRUE,
+ mu=mu0, gshape=a0, grate=b0)
+ return(posterior)
+ })
Error in eval(expr, envir, enclos) : object "x1" not found
> 
  Any suggestions will be greatly appreciated.
  Thanks,
Anamika

 
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