I am very new in Bayesian and I find it really amazing. I have the same error and it brought me here.
I don’t know if I am allowed to ask my question here or I have to go and post it somewhere else.
I am using stan_glmer and I have 31 predictors, both numerical and categorical.
How do I assign priors individually? Let me elaborate.
Say, I have predictor A which is numerical and my prior is normal(.5,.1) and categorical variable B with this prior: B~ normal(location(.5,.5,.5), scale=c(.1,.1,.1)) and predictor C~normal(location=c(0,.2), scale=c(.1,.1))
Is it possible? Will I get an appropriate result? if I write it like this:
c.Acad_Prog.art=normal(location = c(.5, .5, .5, .5,.5,.5,.5),
scale = c(.02,.02,.02,.02,.02,.02,.02))
my.prior= c(a.persisted.no, b.sex.male, c.Acad_Prog.art)
Bayes.00= stan_glmer(Retained~ Persisted + SEX+
,data = Full[which(Full$Status==“Train”),],
prior= my.prior, prior_intercept = normal(2, .3),
family = binomial(link = “logit”), chains = 1)
If I have a categorical variable with 6 levels, do I assign a multinomial distribution with 6 levels or 5 levels, as one of the levels is my reference. I assume 6.
I have read the help in rstanarm but I can’t find my answer.
Will you please help me?