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Update rstanarm to version 2.15.3

Ben Goodrich writes:

We just released rstanarm 2.15.3, which fixed a major bug that was introduced back in January with the 2.14.1 release where models of the form

stan_glmer(y ~ ... + (1 | group1) + (1 | group2), family = binomial())

would produce WRONG RESULTS. This only applies to Bernoulli models with multiple group-specific intercept shifts and no group-specific deviations in the coefficients. If you have estimated any such models in 2017 with rstanarm, you should re-estimate them. The other changes to rstanarm were minor.

If you are using OSX, it may be necessary to install rstanarm and / or rstan from source to work around the “c++ exception (unknown reason)” error that there are several inconclusive threads about.

The latest version of rstan is 2.15.1, released a couple weeks ago.

4 Comments

  1. Ben Goodrich says:

    Another variation of a Bernoulli model that will be wrong is: y ~ … + (1 | group1/group2), family = binomial())

  2. Jonah says:

    I’ve received several questions about this since the post, so to clarify (or really just restate what Ben wrote): this bug only affected models fit using version >= 2.14.1, and only affected Binomial models with exactly 1 trial in each row in the data (i.e. _Bernoulli_ models only). It didn’t affect other Binomial models or earlier versions of rstanarm and it’s fixed in the latest CRAN release.

    • Phil Viton says:

      I tried to install this in R 3.2.4 for MSWin; and got a result:

      stanarm_2.15.3.zip’ is not available (for R version 3.2.4)

      since the Depends for the package mentions only “R (≥ 3.0.2)” I was wondering if there was a problem here.

  3. Ben Goodrich says:

    Try
    install.packages(“https://cran.r-project.org/bin/windows/contrib/3.3/rstanarm_2.15.3.zip”, repos = NULL)

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