RegressionAndOtherStories.jl v0.1.0

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Purpose (once completed, maybe late 2022)

RegressionAndOtherStories.jl contains supporting (Julia) functions and the data files used in "Regression and Other Stories" by Andrew Gelham, Jennifer Hill and Aki Vehtari.

Contents

The supporting functions are intended to be used in (currently) 2 Julia projects (also under development), ROSStanPluto.jl and ROSTuringPluto.jl. See the lists of exported and not exported funtiens at the end of this file.

All data files are in .csv format and located in the data directory.

If RegressionAndOtherStories.jl is loaded, the files can be read in as a DataFrame using:

hibbs = CSV.read(ros_datadir("ElectionsEconomy", "hibbs.csv"), DataFrame)

For that purpose ros_datadir() is exported.

If needed, Stata files (.dat) have been converted to .csv files using the scripts in the scripts directory, e.g. see scripts\hdi.jl. To access the Stata files in the R package ROS-Examples RegressionAndOtherStories.jl expects the environment variable JULIA_ROS_HOME to be defined, e.g.:

ENV["JULIA_ROS_HOME"] = expanduser("~/Projects/R/ROS-Examples")

R itself does not necessarily need to be installed for this to work. The ROS-Examples package can be found here.

If so desired, direct use of the Stata files is also possible as the Stata to .csv file conversion scripts mentioned above show.

Approach

The approach taken in RegressionAndOtherStories.jl and associated projects is different from StatisticalRethinking.jl.

In StatisticalRethinking.jl I attempted to create an intermediate layer to convert Stan and Turing mcmc results to a set of common functions. I am no longer happy with the complexity that introduced. In RegressionAndOtherStories.jl most functions work on DataFrames. It's up to the notebooks to create appropriate DataFrames in those cases.

If this approach turns out to be an improvement, I will consider updating the corresponding StatisticalRethinkingJulia projects as well.

Issues, comments and questions

Please file issues, comments and questions here.

Pull requests are also welcome.

Versions

Version 0.2.0

  1. Support for the 5 examples from chapter 1 done.
  2. Added plot_chains() and model_summary() functions.
  3. Added Makie and AlgebraOfGraphics as dependencies.

Note: Source files for Makie/AoG are all in src/Makie/ to simplify moving those to a separate repo (not my intention right now, but still).

  1. In sync with both ROS[Turing|Stan]Pluto projects tagged 2.3 and up.

Version 0.1.0

  1. Initial commit (to registrate the package for usage in projects).

References

Of course this package is focused on:

  1. Gelman, Hill, Vehtari: Regression and Other Stories

which in a sense is a major update to item 3. below.

There is no shortage of other good books on Bayesian statistics. A few of my favorites are:

  1. Bolstad: Introduction to Bayesian statistics

  2. Bolstad: Understanding Computational Bayesian Statistics

  3. Gelman, Hill: Data Analysis Using Regression and Multilevel/Hierarchical Models

  4. McElreath: Statistical Rethinking

  5. Kruschke: Doing Bayesian Data Analysis

  6. Lee, Wagenmakers: Bayesian Cognitive Modeling

  7. Betancourt: A Conceptual Introduction to Hamiltonian Monte Carlo

  8. Gelman, Carlin, and others: Bayesian Data Analysis

  9. Pearl, Glymour, Jewell: Causal Inference in Statistics: A Primer

  10. Pearl, Judea and MacKenzie, Dana: The Book of Why

  11. Scott Cunningham: Causal Inference - the mixtapes

Functions defined in this package:

Currently exported functions (see online help)

  1. ros_path
  2. ros_data
  3. ros_datadir
  4. plot_chains
  5. model_summary

Currently not exported functions (see online help)

  1. None yet