Introduction

This repository contains the R code for paper Fitting Double Hierarchical Models with the Integrated Nested Laplace Approximation by Morales-Otero et al. (2022) (arXiv pre-print). The different folders contain the following examples:

• Poisson: Poisson model with random effects and a hierarchical structure on the precision of the random effects.

• NegBin: Negative binomial model with a hierarchical structure on the size parameter.

• Gaussian5: Multilevel Gaussian model with random effects for 5 groups and a hierarchical structure (i.e., mixed-effects model) on the group precisions.

• Colombia_sim: Example on the number of infant deaths in Colombia using Poisson and negative binomial models.

• sleepstudy: Sleep deprivation example (fixed effects plus random effects with a hierarchical model on the precision).

• slepstudy_rcoef: Sleep deprivation example (random coefficients plus random effects with a hierarchical model on the precision)).

All folders contain the following R files:

• 01_data.R: Script to collect the dataset and save it in data.RData.

• 02_AMIS.R: Script to fit the DHGLM model with AMIS with INLA and save the output.

• 03_JAGS.R: Script to fit the DHGLM model with JAGS and save the ou tput.

• 04_summary.R: Script to produce some summary results and plots.

• 05_output_paper.R: Script to produce some summary results and the plots included in the paper.

• 06_graph_diag.R: Script to produce the plots with the graphical diagnostics (included in the Supplementary Materials).

Folder bugs_models contains the BUGS models used to in the different examples and an R file with function to_coda_samples() to convert the JAGS output into a coda object.