Statistical Rethinking: A Bayesian Course with Examples in R and Stan

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CRC Press, Jan 3, 2018 - Mathematics - 487 pages
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Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work.

The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation.

By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling.

Web Resource
The book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.

 

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Contents

The Golem of Prague
1
Small Worlds and Large Worlds
19
Sampling the Imaginary
49
Linear Models
71
Multivariate Linear Models
119
Overfitting Regularization and Information Criteria
165
Interactions
209
Markov Chain Monte Carlo
241
Monsters and Mixtures
331
Multilevel Models
355
Adventures in Covariance
387
Missing Data and Other Opportunities
423
Horoscopes
441
Endnotes
445
Bibliography
457
Citation index
465

Big Entropy and the Generalized Linear Model
267
Counting and Classification
291

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About the author (2018)

Richard McElreath is the director of the Department of Human Behavior, Ecology, and Culture at the Max Planck Institute for Evolutionary Anthropology. He is also a professor in the Department of Anthropology at the University of California, Davis. His work lies at the intersection of evolutionary and cultural anthropology, specifically how the evolution of fancy social learning in humans accounts for the unusual nature of human adaptation and extraordinary scale and variety of human societies.

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