# Partial-pooling of correlation (or covariance) matrices?

**URL:** <https://discourse.mc-stan.org/t/partial-pooling-of-correlation-or-covariance-matrices/18474>\
**Category:** Modeling\
**Tags:** specification\
**Created:** [October 7, 2020, 4:53pm UTC](https://discourse.mc-stan.org/t/partial-pooling-of-correlation-or-covariance-matrices/18474 "2020-10-07T16:53:02Z")\
**Posts on this page:** 1\
**Showing post:** 3

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**Author:** ![Charles\_Driver](https://yyz2.discourse-cdn.com/flex030/user_avatar/discourse.mc-stan.org/charles_driver/32/6524_2.png) [@Charles\_Driver](https://discourse.mc-stan.org/u/Charles_Driver)\
**Post date:** [October 8, 2020, 10:33am UTC](https://discourse.mc-stan.org/t/partial-pooling-of-correlation-or-covariance-matrices/18474/3 "2020-10-08T10:33:20Z")

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> [@Hierarchical Correlation?](https://discourse.mc-stan.org/t/hierarchical-correlation/8268/2):
>
> It makes sense but it requires some thought to get a sensible prior. You can see a solution I’ve used on page 10 here: [https://www.researchgate.net/publication/324093594\_Hierarchical\_Bayesian\_Continuous\_Time\_Dynamic\_Modeling](https://www.researchgate.net/publication/324093594_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling)

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