I’m working on a model with a nested hierarchy and it’s straightforward to apply partial-pooling over things like location and scale parameters, but is there a way to apply the partial-pooling concept to correlation matrices too? I’m guessing it would actually have to be implemented in terms of cova…

Partial-pooling of correlation (or covariance) matrices?

Charles_Driver October 8, 2020, 10:33am 3

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