"consider below number of actuarial claims data 3 groups of insurance policyholders,
year: 1 2 3 4 5 grp1: 9 7 6 13 12 grp2: 6 4 2 8 10 grp3: 8 8 3 4 9
run r , jags apply following hierarchical model analyze data:
yij ∼ poisson(λij ) λij = pijθj θij ∼ ga(α, β) pij ∼ ga(γ, δ) α ∼ ga(5, 5) γ ∼ u(0, 100) β ∼ ga(25, 1) δ ∼ u(0, 100), = 1, 2, 3 , j = 1, . . . , 5.
what’s conclusion group effect , year effect?"
i have model specifications drafted pulled r using jags. question is, how code in r test effect of group , effect of year separately? i've ever used jags 1 variable.
here cookie-cutter jags code:
library(rjags) forjags<-list( ) inits<-list( ) foo<jags.model(file="m2n4.bug",data = forjags,inits=inits) out<-coda.samples(model=foo, variable.names = c( ), n.iter=50000,thin=5) summary(out)
here model:
model { (i in 1:3,j in 1:5){ y[i,j] ~ dpois(lambda[i,j]) lambda[i,j] = p[i,j]*theta[i,j] theta[i,j] ~dgamma(alpha,beta) p[i,j] ~ dgamma(gamma,delta) } alpha ~ dgamma(5,5) beta ~ dgamma(25,1) gamma ~ dunif(0,100) delta ~ dunif(0,100) }
any input informing me of how code such test effects separately huge.
define model as:
model { (j in 1:5){p[j] ~ dgamma(gamma,delta)} (i in 1:3){ for(j in 1:5){ y[i,j] ~ dpois(lambda[i,j]) lambda[i,j] = p[j]*theta[i,j] theta[i,j] ~ dgamma(alpha,beta) } } alpha ~ dgamma(5,5) beta ~ dgamma(25,1) gamma ~ dunif(0,100) delta ~ dunif(0,100) }
and run:
library(rjags) y<-rbind(c(9, 7, 6, 13, 12),c( 6 ,4 ,2 ,8 ,10),c(8 ,8, 3, 4, 9)) forjags<-list('y' = y) foo<-jags.model(file="m2n4.bug",data = forjags) out<-coda.samples(model=foo, variable.names = c("theta","p"),n.iter=50000,thin=5) summary(out)
you able see separate effect p
(the year) , single effect (theta
)
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