Multinomial regression - (trivial?) error I cannot understand

Modeling
1

I have this model, N is 36

functions{



vector Q_sum_to_zero_QR(int N) {
    vector [2*N] Q_r;

    for(i in 1:N) {
      Q_r[i] = -sqrt((N-i)/(N-i+1.0));
      Q_r[i+N] = inv_sqrt((N-i) * (N-i+1));
    }
    return Q_r;
  }

  vector sum_to_zero_QR(vector x_raw, vector Q_r) {
    int N = num_elements(x_raw) + 1;
    vector [N] x;
    real x_aux = 0;

    for(i in 1:N-1){
      x[i] = x_aux + x_raw[i] * Q_r[i];
      x_aux = x_aux + x_raw[i] * Q_r[i+N];
    }
    x[N] = x_aux;
    return x;
  }
}
data{
	int N;
	int M;
	int y[N,M];
	int X[N,2];
}
transformed data{
	int C = 2;
	vector[2*M] Q_r = Q_sum_to_zero_QR(M);
  real x_raw_sigma = inv_sqrt(1 - inv(M));
}
parameters{
	vector[M-1] beta_raw[C];
}
transformed parameters{
		vector[M] beta[C];
	  for(c in 1:C)	beta[c] =  sum_to_zero_QR(beta_raw[c], Q_r);
	
}
model{

	 for(n in 1:N) y[n] ~ categorical_logit(  beta[1] + X[n,2] *  beta[2] );

	 for(i in 1:C) beta_raw[i] ~ normal(0, x_raw_sigma);
}

I get the error

Chain 1:   Error evaluating the log probability at the initial value.
Chain 1: Exception: categorical_logit_lpmf: categorical outcome out of support is 42, but must be in the interval [1, 36]  (in 'model9ccd700459b8_glm_multinomial' at line 67)
2

What does the X[,1] contain?

Have you tried printing out beta values?

1 Like
3

X[,1] is just a 1s array (intercept) that Iā€™m not using at the moment.

Yes, beta is real array and has length 36 as expected, same as y[n].