# Initialization error in Ordered Probit Model

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model {
vector[N] mu = alpha + beta * x;
y ~ normal(mu, sigma);
}


model{
vector[N] mu = alpha+beta*x;
y~normal(mu,sigma);
}

To include mathematical notation in your post put LaTeX syntax between two $ symbols, e.g., p(\theta | y) \propto p(\theta) p(y | \theta). #preparing the data library(rstan) Sys.setenv(LOCAL_CPPFLAGS = ‘-march=native’) rm(list=ls()) set.seed(1234) x <- as.matrix(runif(n=10000, 1, 10)) beta <- rnorm(n=10000, 5, 2) g <- 5 alpha <- 4 A <- rnorm(n=10000, 8, 4)#random effect b <- rnorm(n=10000, 10, 3)#random effect u <- xg + betaalpha + A + b theta <- c(53,65,77) z <- numeric(10000) for (i in 1:10000) { if (u[i] < 53) { z[i] <- 1 } else if(53 <= u[i] & u[i] < 65){ z[i] <- 2 } else if(65 <= u[i] & u[i] < 77){ z[i] <- 3 } else { z[i] <- 4 } } K=as.integer(4) N = as.integer(10000) D = as.integer(1) sim_data <- list(K=as.integer(4), N = as.integer(10000), D = as.integer(1), z = z, x =x, alpha = alpha, beta = beta, A = A, b= b) stanmodel_code <- ’ data { int<lower=2> K; int<lower=0> N; int<lower=1> D; int<lower=1,upper=K> z[N]; row_vector[D] x[N]; real alpha; row_vector[N] beta; row_vector[N] A; row_vector[N] b; } parameters { vector[D] g; ordered[K-1] theta; } model { vector[K] w; for (n in 1:N) { row_vector[N] u; u[n] = x[n]*g + beta[n]*alpha + A[n] + b[n]; w = 1 - Phi(u - theta); for (k in 2:(K-1)) w[k] = Phi(u[n] - theta[k-1]) - Phi(u[n] - theta[k]); w[K] = Phi(u[n] - theta[K-1]); z[n] ~ categorical(w/sum(w)); } }’ mod <- stan_model(model_code = stanmodel_code, verbose = TRUE) fit <- sampling(mod, data = sim_data, iter= 1000) fit_vb <- vb(mod) list_of_draws_vb <- extract(fit_vb) #extract the output mean(list_of_draws_vb$g)
mean(list_of_draws_vb$theta[,1]) mean(list_of_draws_vb$theta[,2])
mean(list_of_draws_vb$theta[,3]) This is the error: Chain 1: Rejecting initial value: Chain 1: Error evaluating the log probability at the initial value. Chain 1: Exception: Phi: x is nan, but must not be nan! (in ‘model36a85db92aa4_99256f95fd8db93be7642f2f8c126869’ at line 22) Chain 1: Chain 1: Initialization between (-2, 2) failed after 100 attempts. Chain 1: Try specifying initial values, reducing ranges of constrained values, or reparameterizing the model. Error in sampler$call_sampler(c(args, dotlist)) : Initialization failed.

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I’ve tried to read through your code, and I think the problem is in this line:

Here you use g, which is defined before but never assigned any value. This may be the cause on the NaN error reported.

Note also that you define u as a row_vector, but you only ever reference one element at a time, so you could just declare a real.

On the R side, use 4L instead of as.integer(4)`

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