In the output of estimation, the "se_mean"s of Cholesky_Omega[1,1] and Cholesky_Omega[1,2] are “NaN”.
Also, the "n_eff"s and "Rhat"s are also “NaN”.
I’m wondering what these values imply?
In the output of estimation, the "se_mean"s of Cholesky_Omega[1,1] and Cholesky_Omega[1,2] are “NaN”.
Also, the "n_eff"s and "Rhat"s are also “NaN”.
I’m wondering what these values imply?
Those quantities are only defined if there is variability across samples in the value of the parameter. I think the element at [1,1]
should be expected to be constant at 1, but I’m not sure why you’re getting a constant value at [1,2]
as well.
Oh wait, yeah, [1,2]
will always be zero.
So this is reflects that things are not smart enough to either omit the constants from the output or discern that when dealing with a cholesky factor variable those diagnostics shouldn’t be applied to the elements expected to be constant.
So, that is not a problem because the elements in the first row of Cholesky factor(a 2 by 2 matrix) are fixed.
发自我的iPhone
The value of element in position 1,1 is constrained to be 1 because in Cholesky factor the length of each row should be 1. Since the Chokesky factor I defined is a 2 by 2 matrix, the element 1,1 must be 1.(Sine the element 1,2 is constrained to be 0, making it a lower triangular matrix.)
发自我的iPhone
Correct.