Hello Stan users:
I am trying to fit the following MELS model using the brms package in R:
mod_mels ← brm(bf(y ~ x + (1 | id),
sigma ~ x + (1 | id)),
prior = set_prior(“normal(0,5)”),
data = df)
I would like to specify a correlation between the mean function and the level 1 variance function. I don’t think there is a default for correlation between these two parameters in brms. How do I specify this correlation? Many thanks!