Fro example, I’m fitting a regression model as Y = beta_!x1 + beta_2x2 + beta_3*x3 and I have the beta vector as Beta = [beta_1, beta_2, beta_3]. How can I set constrient on Beta in stan that it has norm 1 as beta_1^2 + beta_2^2 + beta_3^2 = 1?

How to set regression parameters to have norm 1?

jsocolar April 6, 2024, 3:01am 3

This forum has a monster thread about this precise topic here: A better unit vector

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