Zero-inflated Bell model

library(bellreg)

data(cells)

# ML approach:
mle <- zibellreg(cells ~ smoker+gender|smoker+gender, data = cells, approach = "mle")
summary(mle)
#> Call:
#> zibellreg(formula = cells ~ smoker + gender | smoker + gender, 
#>     data = cells, approach = "mle")
#> 
#> Zero-inflated regression coefficients:
#>             Estimate   StdErr z.value  p.value   
#> (Intercept) -1.95360  0.84599 -2.3093 0.020930 * 
#> smoker       2.17802  0.82416  2.6427 0.008224 **
#> gender      -0.49531  0.42048 -1.1780 0.238808   
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> 
#> Count regression coefficients:
#>              Estimate    StdErr z.value   p.value    
#> (Intercept)  0.716390  0.179869  3.9828 6.809e-05 ***
#> smoker      -0.611354  0.183404 -3.3334  0.000858 ***
#> gender       0.036439  0.177460  0.2053  0.837310    
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> --- 
#> logLik = -610.3234   AIC = 1232.647

# Bayesian approach:
bayes <- zibellreg(cells ~ 1|smoker+gender, data = cells, approach = "bayes", refresh = FALSE)
summary(bayes)
#> Call:
#> zibellreg(formula = cells ~ 1 | smoker + gender, data = cells, 
#>     approach = "bayes", refresh = FALSE)
#> 
#> Zero-inflated regression coefficients:
#>               mean se_mean    sd   2.5%    25%    50%    75% 97.5%    n_eff
#> (Intercept) -1.159   0.008 0.338 -1.897 -1.348 -1.121 -0.931 -0.62 1727.777
#>             Rhat
#> (Intercept)    1
#> 
#> Count regression coefficients:
#>               mean se_mean    sd   2.5%    25%    50%    75%  97.5%    n_eff
#> (Intercept)  0.721   0.003 0.146  0.438  0.621  0.721  0.817  1.005 3041.289
#> smoker      -1.077   0.003 0.146 -1.355 -1.177 -1.081 -0.978 -0.784 2478.982
#> gender       0.169   0.003 0.140 -0.103  0.075  0.168  0.265  0.440 2819.792
#>              Rhat
#> (Intercept) 0.999
#> smoker      1.000
#> gender      0.999
#> --- 
#> Inference for Stan model: zibellreg.
#> 4 chains, each with iter=2000; warmup=1000; thin=1; 
#> post-warmup draws per chain=1000, total post-warmup draws=4000.

log_lik <- loo::extract_log_lik(bayes$fit)
loo::loo(log_lik)
#> Warning: Some Pareto k diagnostic values are too high. See help('pareto-k-diagnostic') for details.
#> 
#> Computed from 4000 by 511 log-likelihood matrix.
#> 
#>          Estimate    SE
#> elpd_loo  -1071.0  53.8
#> p_loo       223.3  21.4
#> looic      2142.0 107.7
#> ------
#> MCSE of elpd_loo is NA.
#> MCSE and ESS estimates assume independent draws (r_eff=1).
#> 
#> Pareto k diagnostic values:
#>                          Count Pct.    Min. ESS
#> (-Inf, 0.7]   (good)     418   81.8%   2796    
#>    (0.7, 1]   (bad)       30    5.9%   <NA>    
#>    (1, Inf)   (very bad)  63   12.3%   <NA>    
#> See help('pareto-k-diagnostic') for details.
loo::waic(log_lik)
#> Warning: 
#> 93 (18.2%) p_waic estimates greater than 0.4. We recommend trying loo instead.
#> 
#> Computed from 4000 by 511 log-likelihood matrix.
#> 
#>           Estimate   SE
#> elpd_waic  -1011.2 48.6
#> p_waic       163.5 15.1
#> waic        2022.4 97.2
#> 
#> 93 (18.2%) p_waic estimates greater than 0.4. We recommend trying loo instead.