wwiecek / baggr

R package for Bayesian meta-analysis models, using Stan
GNU General Public License v3.0
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10*SD uniform hypersd prior fails with small effect sizes / small SDs #124

Open wwiecek opened 2 years ago

wwiecek commented 2 years ago

Try this, for example:

library(baggr)
K <- 10
df <- data.frame(tau = rnorm(K, 0, .001), se = rep(1, K))
#It's not about SEs:
#df <- data.frame(tau = rnorm(K, 0, .01), se = rep(.001, K))
baggr(df)

HyperSD can be estimated but only with a wider uniform prior.

Setting SD of tau higher fixes this issue

wwiecek commented 2 years ago

You can also experiment with increasing/decreasing SD on tau and then playing with x in prior_hypersd = uniform(0, x). You'll see that at smaller scales it has a problem

wwiecek commented 2 years ago

Resolving this should probably wait for when we are deciding on new default priors. See #139