I’m still quite new to Stan and Bayesian modeling in general, but I was following the pattern laid out in a blog post by @Solomon : Notes on the Bayesian cumulative probit | A. Solomon Kurz
Unfortunately, brms does not yet support a more proper Dirichlet prior on the cutpoints:
And I have not yet gotten this workaround to work, so I’m resorting to the separated normal distributions:
Most of my data sets sample correctly, even in the face of outliers (where I had to resort to reloo to figure out that one problematic estimated Pareto-k-value was in fact not an issue). But this is conditional on me using exp(5) for the sd.
I have given up on exp(1).