Sampling Error - Basic Regression Model in Stan

Question

I am trying how to learn Stan, and doing some deliberately simple problems to get myself up to speed. I have got stuck very much at level 1, having tried to run a simple bivariate regression.

I have data of the following format

stan_data <- list("y"=y, 
                  "year"=year,
                  "N_obs" = N_obs)

The full data is pasted at the bottom of this post, out of the way.

Anyway, my stan code for a bivariate regression looks like this.

lm <- "data {
            int<lower=1> N_obs;      
            real year[N_obs];
            real y[N_obs];
            }
        parameters {
            real alpha;
            real beta;
            real<lower=0> sigma;
         } 

         transformed parameters{ 
         }

         model {
             vector[N_obs] mu_hat;

             alpha ~ normal(0, 100);
             beta ~ normal(0, 100);
             sigma ~ uniform(0, 100);

             for(i in 1:N_obs){
                 mu_hat[i] <- alpha + beta * year[i];
                 y[i] ~ normal(mu_hat[i], sigma);
             }
        }"


write(lm, file="lm.stan")


lm.fit0 <- stan(file="lm.stan",
            data=stan_data, 
            chains=1, 
            iter=5000)

First, I have a query. Why do we have the statement in the model block vector[N_obs] mu_hat; (instead of real mu_hat[N_obs]; in the transformed parameters block)? It seems from a little Googling that this is what you need to do.

Second (and more seriously), when I try to run the code I get the following error:

TRANSLATING MODEL 'lm' FROM Stan CODE TO C++ CODE NOW.
COMPILING THE C++ CODE FOR MODEL 'lm' NOW.
SAMPLING FOR MODEL 'lm' NOW (CHAIN 1).
Error : Error in function stan::prob::normal_log(d): Random variable is nan, but must not be nan!
In addition: Warning message:
In storage.mode(x) <- "integer" : NAs introduced by coercion
error occurred during calling the sampler; sampling not done

As usual, any help greatly appreciated.

The data in fact looks like this:

stan_data $y 42089728 9339536 9781184 138361088 30910448 30411792 629997056 21062368 1167006 7631744 6925444 5893008 35743680 -55904 116299776 966712 178152 19397504 101188992 1536242176 44078264 1243806 105937664 43202352 -4213172 40201728 84412544 16671128 0 19432968 44403296 89021120 33442736 5850532 68061664 0 86286272 636771072 65779408 6416524 25559184 0 0 11437649 128506560 26867136 1646992 -16684608 43974528 6812660 0 0 -906249 17730360 6571846 -14056304 -2317026 29722656 43035904 70388248 -202987 24308224 0 19598944 25241600 31093140 172198080 68365824 -15307088 345229424 0 91912288 6387084 6936104 362958976 10828080 34233728 465616896 185831488 4554222 14789792 19448168 27692960 88308096 75171552 -246307584 11228152 8361832 2265296 172424512 1182046720 22629408 1165429 348064512 77001792 11092408 84706848 -19970752 -2386432 66124424 19266104 72069984 14311872 -1680048 509040 188740112 318636288 170175680 -244937216 16264160 6017916 327072 159117760 0 8156479 320665728 36684736 17502416 29556064 47395008 12937934 168051632 0 892982 10329560 1355983 -4529648 -43117 -10704432 226641152 23704368 -3433973 -73329408 0 3594688 51327088 59915116 293390016 382384192 -12102624 -336263424 0 -24685504 -899952 10155976 218019584 48748112 30058752 1842414592 44083792 5092000 24174848 10985128 33436544 159885024 36513376 140204416 12631560 8951732 25929808 353803264 3143784448 60253136 702773 506841344 38420128 11721112 92972608 60845840 30016168 37990192 -6470864 78287520 21554528 29755168 3766984 35639136 26794784 583849280 267967488 37916960 11501600 22704880 133042624 513627 3389580 289430272 21665616 85471472 39646656 116267616 -13407846 15678080 27691000 682450 9635360 580544 16791136 793524 38486832 -79701376 -63242544 2160139 202091584 300 60001872 120758144 50716744 13548672 623414144 21202400 0 0 17696512 -5566584 -3197064 201575680 34187360 50923296 1267788800 28845072 1021406 20589376 5255816 19726800 43046336 84012320 93750016 1549232 4102708 20721248 36500736 5098330112 -20425392 781041 247644672 28292416 21682296 52508672 38884352 57993648 953560 1437008 81498304 86611584 23846608 5454052 37785760 99136512 58742016 1308937472 37354624 14447532 19370288 81054432 108383989 5834392 196654592 -37886048 199787840 -38083360 -19815904 1496112 7065456 30429000 -190947 3102040 5150997 6569152 711859 42429536 148236256 70894720 -888473 62231296 15503290 -17289808 106739712 -46661248 -185851136 602047616 15609200 940000 0

$year
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
3 3 3 3 3 3 3 3 3 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
4 4 4 4 4 4 4 4 4 4 4 4

$N_obs
284

Update to say, I think the problem may not be with my code. When I do an analysis on part of my dataset, selecting the first 150 observations, it runs fine. When I try to do it with the whole of my dataset it blows up. That said, it looks to me like my data is well-formed, so any insights into this would be greatly appreciated. — user1519289
To your first query, mu could either be declared as a vector (as you have done) or a one-dimensional array (as you speculated about). In your example, it shouldn't matter. In general, vectors can be utilized for linear algebra operations whereas arrays cannot. — Ben Goodrich

J Guo J Guo · Accepted Answer · 2013-02-22T18:42:37

Please see https://groups.google.com/d/msg/stan-users/fsM8GPG4cpM/YVedcWYcmW8J

In short, this is a bug in RStan that tried to convert the storage model of integer data into integer. But here the integer is so big so some NA's are created. Will be fixed in the next release.

Sampling Error - Basic Regression Model in Stan

1 Answers