Bayes factor for heterogeneous residual variances does not converge

[sjp]

You should be setting proper priors on all parameters if you’re going to use bayes factors. See some discussion relevant resources on this thread:

Bayes factors in brms

One other thing that could help debug is to try doing it with rstanarm (more about that in the link from my previous post) and compare to what you get with brms. But you’ll probably find that since they have different default priors the Bayes factors will come out differently unless the priors are specified to be the same (if possible). Anyway, Bayes factors are a lot trickier than they are often made out to be. The bridgesampling package (used by brms and rstanarm) makes it easier than before,…