Multivariate GLM

Modeling
1

Hi Everyone,

Can anyone let me know the multivariate version of " normal_id_glm_lpdf (vector y | matrix x, real alpha, vector beta, real sigma)" in stan? I checked but couldn’t find.

Thanks in advance.
Marimuthu

2

As in a signature for correlated outcomes (i.e., with covariance matrix \Sigma instead of residual variance \sigma)?

We don’t have a _glm signature for that, so you would need to just use the regular multi_normal signature and construct the linear predictor yourself (i.e., alpha + x * beta).