This vignette can be referred to by citing the package:

- Makowski, D., Ben-Shachar, M. S., & Lüdecke, D. (2019).
*bayestestR: Describing Effects and their Uncertainty, Existence and Significance within the Bayesian Framework*. Journal of Open Source Software, 4(40), 1541. https://doi.org/10.21105/joss.01541

Now that you’ve read the **Get
started** section, let’s dive in the **subtleties of
Bayesian modelling using R**.

## Loading the packages

Once you’ve installed
the necessary packages, we can load `rstanarm`

(to fit the
models), `bayestestR`

(to compute useful indices), and
`insight`

(to access the parameters).

## Simple linear (regression) model

We will begin by conducting a simple linear regression to test the
relationship between `Petal.Length`

(our predictor, or
*independent*, variable) and `Sepal.Length`

(our
response, or *dependent*, variable) from the `iris`

dataset which is included by default in R.

### Fitting the model

Let’s start by fitting a **frequentist** version of the
model, just to have a reference point:

```
>
> Call:
> lm(formula = Sepal.Length ~ Petal.Length, data = iris)
>
> Residuals:
> Min 1Q Median 3Q Max
> -1.2468 -0.2966 -0.0152 0.2768 1.0027
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 4.3066 0.0784 54.9 <2e-16 ***
> Petal.Length 0.4089 0.0189 21.6 <2e-16 ***
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
> Residual standard error: 0.41 on 148 degrees of freedom
> Multiple R-squared: 0.76, Adjusted R-squared: 0.758
> F-statistic: 469 on 1 and 148 DF, p-value: <2e-16
```

We can also zoom in on the parameters of interest to us:

`get_parameters(model)`

```
> Parameter Estimate
> 1 (Intercept) 4.31
> 2 Petal.Length 0.41
```

In this model, the linear relationship between
`Petal.Length`

and `Sepal.Length`

is
**positive and significant** (\beta = 0.41, t(148) = 21.6, p < .001).
This means that for each one-unit increase in `Petal.Length`

(the predictor), you can expect `Sepal.Length`

(the response)
to increase by **0.41**. This effect can be visualized by
plotting the predictor values on the `x`

axis and the
response values as `y`

using the `ggplot2`

package:

```
library(ggplot2) # Load the package
# The ggplot function takes the data as argument, and then the variables
# related to aesthetic features such as the x and y axes.
ggplot(iris, aes(x = Petal.Length, y = Sepal.Length)) +
geom_point() + # This adds the points
geom_smooth(method = "lm") # This adds a regression line
```

Now let’s fit a **Bayesian version** of the model by
using the `stan_glm`

function in the `rstanarm`

package:

`model <- stan_glm(Sepal.Length ~ Petal.Length, data = iris)`

You can see the sampling algorithm being run.

### Extracting the posterior

Once it is done, let us extract the parameters (*i.e.*,
coefficients) of the model.

```
posteriors <- get_parameters(model)
head(posteriors) # Show the first 6 rows
```

```
> (Intercept) Petal.Length
> 1 4.4 0.39
> 2 4.4 0.40
> 3 4.3 0.41
> 4 4.3 0.40
> 5 4.3 0.40
> 6 4.3 0.41
```

As we can see, the parameters take the form of a lengthy dataframe
with two columns, corresponding to the `intercept`

and the
effect of `Petal.Length`

. These columns contain the
**posterior distributions** of these two parameters. In
simple terms, the posterior distribution is a set of different plausible
values for each parameter. Contrast this with the result we saw from the
frequentist linear regression mode using `lm`

, where the
results had **single values** for each effect of the model,
and not a distribution of values. This is one of the most important
differences between these two frameworks.

#### About posterior draws

Let’s look at the length of the posteriors.

`nrow(posteriors) # Size (number of rows)`

`> [1] 4000`

**Why is the size 4000, and not more or less?**

First of all, these observations (the rows) are usually referred to
as **posterior draws**. The underlying idea is that the
Bayesian sampling algorithm (*e.g.*, **Monte Carlo Markov
Chains - MCMC**) will *draw* from the hidden true
posterior distribution. Thus, it is through these posterior draws that
we can estimate the underlying true posterior distribution.
**Therefore, the more draws you have, the better your estimation
of the posterior distribution**. However, increased draws also
means longer computation time.

If we look at the documentation (`?sampling`

) for the
`rstanarm`

’s `"sampling"`

algorithm used by
default in the model above, we can see several parameters that influence
the number of posterior draws. By default, there are **4**
`chains`

(you can see it as distinct sampling runs), that
each create **2000** `iter`

(draws). However,
only half of these iterations are kept, as half are used for
`warm-up`

(the convergence of the algorithm). Thus, the total
for posterior draws equals
** 4 chains * (2000 iterations - 1000 warm-up) = 4000**.

We can change that, for instance:

```
model <- stan_glm(Sepal.Length ~ Petal.Length, data = iris, chains = 2, iter = 1000, warmup = 250)
nrow(get_parameters(model)) # Size (number of rows)
```

`[1] 1500`

In this case, as would be expected, we have
** 2 chains * (1000 iterations - 250 warm-up) = 1500**
posterior draws. But let’s keep our first model with the default setup
(as it has more draws).

#### Visualizing the posterior distribution

Now that we’ve understood where these values come from, let’s look at
them. We will start by visualizing the posterior distribution of our
parameter of interest, the effect of `Petal.Length`

.

```
ggplot(posteriors, aes(x = Petal.Length)) +
geom_density(fill = "orange")
```

This distribution represents the probability
(the `y`

axis) of different effects (the `x`

axis). The central values are more probable than the extreme values. As
you can see, this distribution ranges from about **0.35 to
0.50**, with the bulk of it being at around
**0.41**.

Congrats! You’ve just described your first posterior distribution.

And this is the heart of Bayesian analysis. We don’t need
*p*-values, *t*-values, or degrees of freedom.
**Everything we need is contained within this posterior
distribution**.

Our description above is consistent with the values obtained from the
frequentist regression (which resulted in a \beta of **0.41**). This is
reassuring! Indeed, **in most cases, Bayesian analysis does not
drastically differ from the frequentist results** or their
interpretation. Rather, it makes the results more interpretable and
intuitive, and easier to understand and describe.

We can now go ahead and **precisely characterize** this
posterior distribution.

### Describing the Posterior

Unfortunately, it is often not practical to report the whole
posterior distributions as graphs. We need to find a **concise way
to summarize it**. We recommend to describe the posterior
distribution with **3 elements**:

- A
**point-estimate**which is a one-value summary (similar to the beta in frequentist regressions). - A
**credible interval**representing the associated uncertainty. - Some
**indices of significance**, giving information about the relative importance of this effect.

#### Point-estimate

**What single value can best represent my posterior
distribution?**

Centrality indices, such as the *mean*, the *median*,
or the *mode* are usually used as point-estimates. But what’s the
difference between them?

Let’s answer this by first inspecting the **mean**:

`mean(posteriors$Petal.Length)`

`> [1] 0.41`

This is close to the frequentist \beta. But, as we know, the mean is quite
sensitive to outliers or extremes values. Maybe the
**median** could be more robust?

`median(posteriors$Petal.Length)`

`> [1] 0.41`

Well, this is **very close to the mean** (and identical
when rounding the values). Maybe we could take the
**mode**, that is, the *peak* of the posterior
distribution? In the Bayesian framework, this value is called the
**Maximum A Posteriori (MAP)**. Let’s see:

`map_estimate(posteriors$Petal.Length)`

```
> MAP Estimate
>
> Parameter | MAP_Estimate
> ------------------------
> x | 0.41
```

**They are all very close!**

Let’s visualize these values on the posterior distribution:

```
ggplot(posteriors, aes(x = Petal.Length)) +
geom_density(fill = "orange") +
# The mean in blue
geom_vline(xintercept = mean(posteriors$Petal.Length), color = "blue", linewidth = 1) +
# The median in red
geom_vline(xintercept = median(posteriors$Petal.Length), color = "red", linewidth = 1) +
# The MAP in purple
geom_vline(xintercept = as.numeric(map_estimate(posteriors$Petal.Length)), color = "purple", linewidth = 1)
```

Well, all these values give very similar results. Thus, **we
will choose the median**, as this value has a direct meaning from
a probabilistic perspective: **there is 50% chance that the true
effect is higher and 50% chance that the effect is lower** (as it
divides the distribution in two equal parts).

#### Uncertainty

Now that the have a point-estimate, we have to **describe the
uncertainty**. We could compute the range:

`range(posteriors$Petal.Length)`

`> [1] 0.33 0.48`

But does it make sense to include all these extreme values? Probably
not. Thus, we will compute a **credible
interval**. Long story short, it’s kind of similar to a
frequentist **confidence interval**, but easier to
interpret and easier to compute — *and it makes more sense*.

We will compute this **credible interval** based on the
Highest
Density Interval (HDI). It will give us the range containing the 89%
most probable effect values. **Note that we will use 89% CIs
instead of 95%** CIs (as in the frequentist framework), as the
89% level gives more stable
results (Kruschke, 2014) and reminds
us about the arbitrariness of such conventions (McElreath, 2018).

`hdi(posteriors$Petal.Length, ci = 0.89)`

`> 89% HDI: [0.38, 0.44]`

Nice, so we can conclude that **the effect has 89% chance of
falling within the [0.38, 0.44] range**. We have
just computed the two most important pieces of information for
describing our effects.

#### Effect significance

However, in many scientific fields it not sufficient to simply
describe the effects. Scientists also want to know if this effect has
significance in practical or statistical terms, or in other words,
whether the effect is **important**. For instance, is the
effect different from 0? So how do we **assess the
significance of an effect**. How can we do this?

Well, in this particular case, it is very eloquent: **all
possible effect values ( i.e., the whole posterior distribution)
are positive and over 0.35, which is already substantial evidence the
effect is not zero**.

But still, we want some objective decision criterion, to say if
**yes or no the effect is ‘significant’**. One approach,
similar to the frequentist framework, would be to see if the
**Credible Interval** contains 0. If it is not the case,
that would mean that our **effect is ‘significant’**.

But this index is not very fine-grained, no? **Can we do
better? Yes!**

## A linear model with a categorical predictor

Imagine for a moment you are interested in how the weight of chickens
varies depending on two different **feed types**. For this
example, we will start by selecting from the `chickwts`

dataset (available in base R) two feed types of interest for us (*we
do have peculiar interests*): **meat meals** and
**sunflowers**.

### Data preparation and model fitting

```
library(datawizard)
# We keep only rows for which feed is meatmeal or sunflower
data <- data_filter(chickwts, feed %in% c("meatmeal", "sunflower"))
```

Let’s run another Bayesian regression to predict the
**weight** with the **two types of feed
type**.

`model <- stan_glm(weight ~ feed, data = data)`

### Posterior description

```
posteriors <- get_parameters(model)
ggplot(posteriors, aes(x = feedsunflower)) +
geom_density(fill = "red")
```

This represents the **posterior distribution of the
difference** between `meatmeal`

and
`sunflowers`

. It seems that the difference is
**positive** (since the values are concentrated on the
right side of 0). Eating sunflowers makes you more fat (*at least, if
you’re a chicken*). But, **by how much?**

Let us compute the **median** and the
**CI**:

`median(posteriors$feedsunflower)`

`> [1] 52`

`hdi(posteriors$feedsunflower)`

`> 95% HDI: [2.76, 101.93]`

It makes you fat by around 51 grams (the median). However, the
uncertainty is quite high: **there is 89% chance that the
difference between the two feed types is between 14 and 91.**

Is this effect different from 0?

### ROPE Percentage

Testing whether this distribution is different from 0 doesn’t make
sense, as 0 is a single value (*and the probability that any
distribution is different from a single value is infinite*).

However, one way to assess **significance** could be to
define an area *around* 0, which will consider as *practically
equivalent* to zero (*i.e.*, absence of, or a negligible,
effect). This is called the **Region
of Practical Equivalence (ROPE)**, and is one way of testing
the significance of parameters.

**How can we define this region?**

Driing driiiing

– *The easystats team speaking. How can we
help?*

– *I am Prof. Sanders. An expert in chicks… I mean
chickens. Just calling to let you know that based on my expert
knowledge, an effect between -20 and 20 is negligible.
Bye.*

Well, that’s convenient. Now we know that we can define the ROPE as
the `[-20, 20]`

range. All effects within this range are
considered as *null* (negligible). We can now compute the
**proportion of the 89% most probable values (the 89% CI) which
are not null**, *i.e.*, which are outside this range.

```
> # Proportion of samples inside the ROPE [-20.00, 20.00]:
>
> inside ROPE
> -----------
> 4.95 %
```

**5% of the 89% CI can be considered as null**. Is that
a lot? Based on our **guidelines**,
yes, it is too much. **Based on this particular definition of
ROPE**, we conclude that this effect is not significant (the
probability of being negligible is too high).

That said, to be honest, I have **some doubts about this
Prof. Sanders**. I don’t really trust **his definition of
ROPE**. Is there a more **objective** way of
defining it?

**Yes!** One of the practice is for instance to use the
**tenth ( 1/10 = 0.1) of the standard deviation
(SD)** of the response variable, which can be considered as a
“negligible” effect size (Cohen,
1988).

`> [1] -6.2 6.2`

Let’s redefine our ROPE as the region within the
`[-6.2, 6.2]`

range. **Note that this can be directly
obtained by the rope_range function :)**

```
rope_value <- rope_range(model)
rope_value
```

`> [1] -6.2 6.2`

Let’s recompute the **percentage in ROPE**:

`rope(posteriors$feedsunflower, range = rope_range, ci = 0.89)`

```
> # Proportion of samples inside the ROPE [-6.17, 6.17]:
>
> inside ROPE
> -----------
> 0.00 %
```

With this reasonable definition of ROPE, we observe that the 89% of
the posterior distribution of the effect does **not**
overlap with the ROPE. Thus, we can conclude that **the effect is
significant** (in the sense of *important* enough to be
noted).

### Probability of Direction (pd)

Maybe we are not interested in whether the effect is non-negligible.
Maybe **we just want to know if this effect is positive or
negative**. In this case, we can simply compute the proportion of
the posterior that is positive, no matter the “size” of the effect.

```
# select only positive values
n_positive <- nrow(data_filter(posteriors, feedsunflower > 0))
n_positive / nrow(posteriors) * 100
```

`> [1] 98`

We can conclude that **the effect is positive with a
probability of 98%**. We call this index the **Probability
of Direction (pd)**. It can, in fact, be computed more easily
with the following:

`p_direction(posteriors$feedsunflower)`

```
> Probability of Direction
>
> Parameter | pd
> ------------------
> Posterior | 98.09%
```

Interestingly, it so happens that **this index is usually
highly correlated with the frequentist p-value**. We
could almost roughly infer the corresponding

*p*-value with a simple transformation:

```
pd <- 97.82
onesided_p <- 1 - pd / 100
twosided_p <- onesided_p * 2
twosided_p
```

`> [1] 0.044`

If we ran our model in the frequentist framework, we should
approximately observe an effect with a *p*-value of 0.04.
**Is that true?**

#### Comparison to frequentist

```
>
> Call:
> lm(formula = weight ~ feed, data = data)
>
> Residuals:
> Min 1Q Median 3Q Max
> -123.91 -25.91 -6.92 32.09 103.09
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 276.9 17.2 16.10 2.7e-13 ***
> feedsunflower 52.0 23.8 2.18 0.04 *
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
> Residual standard error: 57 on 21 degrees of freedom
> Multiple R-squared: 0.185, Adjusted R-squared: 0.146
> F-statistic: 4.77 on 1 and 21 DF, p-value: 0.0405
```

The frequentist model tells us that the difference is
**positive and significant** (\beta = 52, p = 0.04).

**Although we arrived to a similar conclusion, the Bayesian
framework allowed us to develop a more profound and intuitive
understanding of our effect, and of the uncertainty of its
estimation.**

## All with one function

And yet, I agree, it was a bit **tedious** to extract
and compute all the indices. **But what if I told you that we can
do all of this, and more, with only one function?**

Behold,`describe_posterior`

!

This function computes all of the adored mentioned indices, and can be run directly on the model:

`describe_posterior(model, test = c("p_direction", "rope", "bayesfactor"))`

```
> Summary of Posterior Distribution
>
> Parameter | Median | 95% CI | pd | ROPE | % in ROPE | BF | Rhat | ESS
> ------------------------------------------------------------------------------------------------------------
> (Intercept) | 277.13 | [240.57, 312.75] | 100% | [-6.17, 6.17] | 0% | 1.77e+13 | 1.000 | 32904.00
> feedsunflower | 51.69 | [ 2.81, 102.04] | 98.09% | [-6.17, 6.17] | 1.01% | 0.770 | 1.000 | 32751.00
```

**Tada!** There we have it! The **median**,
the **CI**, the **pd** and the **ROPE
percentage**!

Understanding and describing posterior distributions is just one
aspect of Bayesian modelling. **Are you ready for more?!**
**Click
here** to see the next example.