According to Stan Manual (Version 2.18.1, page 33):
Non-centered parameterizations tend to be more efficient in hierarchical models;
However, I’m experimenting with a 3-PL IRT model, very similar to the one proposed by the manual (at the same page) and the centered version is much faster. Moreover, the estimation of the
beta parameter is more precise.
In this forest plot the red plots refer to the non-centered model, the blue ones to the centered model. Sampling was done with 4 chains, with 2000 draws.
I was surprised, since I expected the non-centered model were better. In fact, the centered model is easier to interpret (the estimated
beta is directly the value for a 50% success probability in the item response curve), thus it is definitely preferable.
I am not a stats experts, thus I wonder if there is something that I’m interpreting wrongly. Thanks in advance.