mitzimorris
commented
4 months ago there's a lot in this chapter that needs to be updated. it would be nice to explain the affine transform syntax for non-centered parameterization instead of what's currently there: https://mc-stan.org/docs/stan-users-guide/efficiency-tuning.html#non-centered-parameterization
e.g - for zero-centered covariate with group-level variance:
parameters {
...
real<lower=0> sigma_beta; // group-level variance
vector<multiplier=sigma_beta>[K] beta; // non-centered parameterization
...
}
model {
...
beta ~ std_normal();
....
}
rtrangucci
bob-carpenter
avehtari
Summary:
The section of the Users guide: Efficiency-tuning/standardizing-predictors-and-outputs needs to be updated, it is wrong right now.
Description:
The section describes standardizing predictors (this is OK), and an outcome (this is wrong) in a linear regression model with normal errors. The likelihood is wrong, the priors aren't specified correctly if this is to be a reparameterization. I think the section could be excised entirely, but if we want to keep it, the section needs to be rewritten so that the likelihood is correct. It could be a teachable moment in sufficient statistics, but that would require more work to write up.
Additional Information:
Provide any additional information here.
Current Version:
v2.34.0