Draw order inconsistent with posterior_linpred and posterior_epred

[rgiordan]

Summary:

It appears that every invocation of posterior_linpred and posterior_epred gives a different permutation of the draws. This prevents users from doing posterior calculations (e.g. covariances) using the draws.

Description:

It can be useful to use the output of posterior_linpred and posterior_epred in further computation, e.g., as part of covariances with model parameters. As far as I can tell this is currently impossible, since each invocation seems to return a different random permutation of the draws.

Reproducible Steps:

# Simulate some logistic regression data
set.seed(42)

n_obs <- 1000

num_cat <- 3
rel_min <- 0.1
cat_probs <- runif(num_cat) 
cat_probs[cat_probs < rel_min] <- rel_min
cat_probs <- cat_probs / sum(cat_probs)
x <- sample(num_cat, size=n_obs, replace=TRUE, prob=cat_probs)
y_prob <- runif(num_cat)

df <-
  data.frame(x=x, p=y_prob[x]) %>%
  mutate(y=as.numeric(runif(n()) < p))


num_draws <- 5000

# Run rstanarm

  fit <- stan_glmer(y ~ (1 | x),
                    family = binomial(link = "logit"),
                    data = df,
                    prior = normal(0, 1, autoscale = TRUE),
                    prior_covariance = decov(scale = 0.50),
                    adapt_delta = 0.99,
                    refresh = 0,
                    seed = 1010,
                    iter = num_draws)

# Then every one of these repeated commands gives a different answer each time:
  posterior_linpred(fit, newdata=df, draws=num_draws, seed=42, permuted=FALSE)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws, seed=42, permuted=FALSE)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws, seed=42)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws, seed=42)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws - 10)[1,1]  
  posterior_linpred(fit, newdata=df, draws=num_draws - 10)[1,1]

RStanARM Version:

rstanarm Version: 2.21.4

R Version:

4.1.2

Operating System:

Operating System: Ubuntu 22.04.4 LTS