Hi all,

I’m trying to run an analysis using the horseshoe specification in Bayes Sparse Regression (2018). The full code is here

```
library(rstan)
library(loo)
library(bayesplot)
library(xtable)
## Read in data ##
PISA18sampleScale <- read.csv(file.choose(),header=T)
n=nrow(PISA18sampleScale)
X = PISA18sampleScale[,2:11]
readscore = PISA18sampleScale[,1]
p=ncol(X)
data.list <- list(n=n, p=p, X=X, readscore=readscore)
modelString = "
data {
int<lower=1> n; // Number of data
int<lower=1> p; // Number of covariates
matrix[n, p] X;
real readscore[n];
}
parameters {
vector[p] beta_tilde;
vector<lower=0>[p] lambda;
real<lower=0> tau_tilde;
real alpha;
real<lower=0> sigma;
}
model {
// tau ~ cauchy(0, sigma)
// beta ~ normal(0, tau * lambda)
vector[p] beta = beta_tilde .* lambda * sigma * tau_tilde;
beta_tilde ~ normal(0, 1);
lambda ~ cauchy(0, 1);
tau_tilde ~ cauchy(0, 1);
alpha ~ normal(0, 1);
sigma ~ cauchy(0, 1);
readscore ~ normal(X' * beta + alpha, sigma);
}
"
# Start estimation
nChains = 4
nIter= 10000
thinSteps = 10
warmupSteps = floor(nIter/2)
readscore = data.list$readscore
myfitHorseshoe = stan(data=data.list,model_code=modelString,chains=nChains,
iter=nIter,warmup=warmupSteps,thin=thinSteps)
```

I’m getting the following error message

```
SAMPLING FOR MODEL '6a7711900e92e051ef7d7e1268a95faf' NOW (CHAIN 1).
Chain 1: Unrecoverable error evaluating the log probability at the initial value.
Chain 1: Exception: multiply: Columns of m1 (100) and Rows of m2 (10) must match in size (in 'model98d60f2608e_6a7711900e92e051ef7d7e1268a95faf' at line 29)
[1] "Error in sampler$call_sampler(args_list[[i]]) : "
[2] " Exception: multiply: Columns of m1 (100) and Rows of m2 (10) must match in size (in 'model98d60f2608e_6a7711900e92e051ef7d7e1268a95faf' at line 29)"
error occurred during calling the sampler; sampling not done
>
```

In addition this error, I’m curious why the specification tau and beta are commented out.