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Either 8 schools should be swapped out for something simpler or easy to fit, or it should be changed to non-centered parameterization. Or if it's not meant to fit, that should be somehow made apparent to users. (If it is, feel free to summarily close this issue.)
From Vishv Jeet on stan-users:
> library(rstan)
...
rstan (Version 2.14.1, packaged: 2016-12-28 14:55:41 UTC, GitRev: 5fa1e80eb817)
...
1: package ‘rstan’ was built under R version 3.2.5
2: package ‘ggplot2’ was built under R version 3.2.5
3: package ‘StanHeaders’ was built under R version 3.2.5
> fit <- stan_demo('eight_schools')
Loading required namespace: rstudioapi
Warning messages:
1: There were 145 divergent transitions after warmup. Increasing adapt_delta above 0.8 may help. See
http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
2: There were 1 chains where the estimated Bayesian Fraction of Missing Information was low. See
http://mc-stan.org/misc/warnings.html#bfmi-low
3: Examine the pairs() plot to diagnose sampling problems
When looked thru the shinystan I found the model code was non centered indeed.
data {
int<lower=0> J; // number of schools
real y[J]; // estimated treatment effect (school j)
real<lower=0> sigma[J]; // std err of effect estimate (school j)
}
parameters {
real mu;
real theta[J];
real<lower=0> tau;
}
model {
theta ~ normal(mu, tau);
y ~ normal(theta,sigma);
}
The text was updated successfully, but these errors were encountered:
On Feb 6, 2017, at 3:21 PM, Jonah Gabry ***@***.***> wrote:
It would probably also be good to have both parameterizations as examples.
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Either 8 schools should be swapped out for something simpler or easy to fit, or it should be changed to non-centered parameterization. Or if it's not meant to fit, that should be somehow made apparent to users. (If it is, feel free to summarily close this issue.)
From Vishv Jeet on stan-users:
When looked thru the shinystan I found the model code was non centered indeed.
The text was updated successfully, but these errors were encountered: