Within brms
, is there any way to specify mixing proportions of three (or more) predictors. The closest I have achieved so far is to use brms
nonlinear formula syntax.
Mixing just X1
and X2
is straightforward because I can set a prior for omega
so it is in the interval [0, 1]:
y ~ alpha + beta * (omega * X1 + (1 - omega * X2))
But, what can I do when I have three things to mix: X1
, X2
, and X3
?
y ~ alpha + beta * (omega1 * X1 + omega2 * X2 + (1 - omega1 - omega2) * X3)
Is there a way to specify a prior to keep both omega1
and omega1 + omega2
in [0, 1]? Or is there a different way of specifying this type of model in the formula that would achieve the same thing?
Or is this something that would require adapting the Stan code produced by brms?
Any ideas would be gratefully received!