i am trying to study whether the age of participants covaries with other hyperparameters with the following model below: I have a prior on L ~eta(23) and then separately set L(3,2)~beta(9,1) to see how a strong correlation between age and b1 effects the other parameters. But for some reason, this …

Statements in the model block are executed sequentially and you have the sampling statements for L after the lkj_corr_cholesky_lpdf() function that calls them.

@Corey.Plate the order of the below statements makes no difference in this Stan program. L[3,2] ~ beta(9,1); is just syntactic sugar for target += beta_lpdf(L[3,2] | 9, 1). Sampling statements in Stan are not like sampling statements in BUGS/JAGS, where the variables are not populated with values p…

Thanks so much Corey - you’re saying just changing the order so that L(3,1)~ beta(9,1) is sampled prior to lkj_corr_cholesky_lpdf() will allow both to be considered? best, Levi

It’s true that the statements are executed in order, but since addition is commutative it does not matter the order in which we increment the target. [image] levis: Thanks so much Corey - you’re saying just changing the order so that L(3,1)~ beta(9,1) is sampled prior to lkj_corr_cholesky_lpdf(…

Covariance matrix priors

Modeling

Corey.Plate December 4, 2023, 5:47pm 4

Sorry about that, I should have linked to my source. I did not realize that doesn’t apply to sampling statements

Topic		Replies	Views
Underestimating correlation coefficients with LKJ prior Modeling	24	7056	September 15, 2020
Specifying Correlation in Stan Modeling	10	1156	October 9, 2021
Remove/estimate correlation of parameters (or get to know if correlation is real) Modeling	34	3114	April 16, 2020
Including data in covariance matrix Modeling specification	1	247	May 28, 2024
Learning a correlation matrix Modeling	8	3430	December 13, 2017

Covariance matrix priors

Related topics