I am doing on Bayesian analysis and want to check posterior predictive using `ppc_dens_overlay(y, y_hat[1:200,]) `

and got the following figure. So, do you think that our model is reasonable good?

Without knowing more, I would say no. The model does not seem to recover y appropriately.

If youâ€™re trying to model count data then try the `negative-Binomial`

instead (a `Poisson`

needs the mean to equal the variance).

According to your comment I have tried the `negative binomial`

instead of `Poisson`

using the following command:

```
data {
int<lower=1> N;
int <lower=2> y[N];
matrix[N,3] x;
vector[N] zi;
real<lower=0> zmi;
}
parameters {
real<lower=0> ci;
vector[3] beta;
real alpha;
vector<lower=0, upper=1>[N] pi;
real<lower=0> phi[N];
}
transformed parameters{
vector[N] mu[2];
mu[1] = exp(alpha + x*beta);
mu[2] = exp((alpha + x*beta)+ci);
}
model {
beta ~ normal(0,3);
alpha ~ normal(0,3);
ci ~ normal(0,3);
pi ~ beta(zi,zmi);
phi ~ cauchy(0,5);
for(i in 1:N)
target += log_mix(pi[i],
neg_binomial_2_lpmf(y[i]|mu[1,i], phi[i]) - neg_binomial_2_lccdf(1|mu[1,i], phi[i]),
neg_binomial_2_lpmf(y[i]|mu[2,i], phi[i]) - neg_binomial_2_lccdf(1|mu[2,i], phi[i]));
}
generated quantities{
int y_hat[N];
for(i in 1:N) {
int which = bernoulli_rng(pi[i]);
y_hat[i] = neg_binomial_2_rng(mu[which + 1, i], phi[i]);
}
}
```

It is very slow and got the following error.

```
Chain 1: Exception: grad_2F1: k (internal counter) exceeded 100000 iterations, hypergeometric function gradient did not converge. (in 'model41e4d3310fe7e_ae6acbde7c6fdc5a09596af5fc24ee41' at line 55)
[1] "Error in sampler$call_sampler(args_list[[i]]) : "
[2] " Exception: grad_2F1: k (internal counter) exceeded 100000 iterations, hypergeometric function gradient did not converge. (in 'model41e4d3310fe7e_ae6acbde7c6fdc5a09596af5fc24ee41' at line 55)"
```

FYI: The model is truncated at `(y>1)`

Hmm, never seen that error msg. I guess it might have to do with you truncating a `negbinomial`

to >1. Perhaps @Max_Mantei could clarify.

Iâ€™ve never seen this error before. I guess itâ€™s coming from `neg_binomial_2_lccdf`

, which apparently has not-so-nice gradients.

While being a nice distribution for modeling, the negative binomial can sometimes be a pain to fit in my experience. Maybe itâ€™s a stupid idea, but what if you define `y_ast = y - 2`

and then model y^*?

Also, I think itâ€™s no big deal, but \mu_2 = \exp((\alpha + X\beta)+ci) = \exp(\alpha + X\beta)\exp(ci) = \mu_1 \cdot \exp(ci), right?

Putting these two ideas together you could try

```
data {
...
}
transformed data{
int y_ast[N]
for (n in 1:N)
y_ast[n] = y[n] - 2;
}
parameters {
...
}
transformed parameters{
vector[N] mu = exp(alpha + x*beta);
}
model {
...
for(i in 1:N)
target += log_mix(pi[i],
neg_binomial_2_lpmf(y_ast[i]|mu[i], phi[i]),
neg_binomial_2_lpmf(y_ast[i]|mu[i]*exp(ci), phi[i]));
}
generated quantities{
int y_hat[N];
for(i in 1:N) {
int which = bernoulli_rng(pi[i]);
real mu_hat = which == 1 ? mu[i]*exp(ci) : mu[i];
y_hat[i] = 2 + neg_binomial_2_rng(mu_hat, phi[i]);
}
}
```

Just some quick thoughtsâ€¦

@torkar @Max_Mantei I incorporated the comments and the errors are gone. But, still I got lot of `mu's`

with` NA`

value. I think some values are over estimated. What are the possible reasons of it?

The result of` Poisson`

and `Negative Binomial`

are posted here. Therefore, do you think that the model recovers `y`

?

If you have \mu with `NA`

s you have a problem. Hmmâ€¦ I have to think about this. And letâ€™s see what @Max_Mantei has to say.

Hm, itâ€™s a bit weird that you get `NA`

s and I agree with @torkar that thatâ€™s a problem. However, the results you posted seem reasonable. Both models are fairly similar: The \beta s are very similar for both models. For the NegBinom `ci`

is centered around 1 and in the Poisson model it is considerably larger (mean around 2.4), which indicates that in the Poisson case `ci`

acts as a kind of overdispersion parameter.

What are the summaries for `phi`

and, more interestingly, for `pi`

?

Also, I think you can use `bayesplot`

to check on more that just the mean of `y_rep`

. The variance would be interesting to look at. You can also simulate data for specific (representative or otherwise interesting) values of `x`

and see if they line up with the true `y`

.

As for the `NA`

sâ€¦ Hm, did you get error messages or warnings? The Poisson and NegBinom are known to overlow sometimes. Itâ€™s a bit puzzling that you got NAs, since inference on `y_rep`

looks fineâ€¦ Can you post the full model codes again (for both models) with the data that youâ€™ve used?

Cheers!

in my understanding, it inflated the value of` mu`

and the `_rng`

value become very large and it is above the Stan boundary. Also, getting such kind of value is not logical in my study (in the data the maximum value is 11). And therefore, when I compile the results of `mu's`

as a mean of iteration, it will give NA. In short, the problems are in the large value of `mu's`

.

when I run the command, I got the following error message in `Poisson`

and `Negative Binomial`

respectively.

`Chain 1: Exception: poisson_rng: Rate parameter is 3.93004e+009, but must be less than 1.07374e+009 (in 'model1ccc7b1634d9_4777964a4776825856bcc2b668400d73' at line 62)`

`Exception: neg_binomial_2_rng: Random number that came from gamma distribution is 2.42065e+09, but must be less than 1.07374e+09 (in 'model374b74903a9de_c40e9cc628eaff01ac4aa8574b302991' at line 63)`

Hey! A few thoughtsâ€¦

### Warm-up?

Hm, I guess these values only occur during warm-up, right? Because in the plot, that you posted, `y_rep`

looks fine (and those come from post-warmup-up iterations). You could try running `stan`

with the `save_warmup = FALSE`

option and see if you still get that error.

### Priors?

Also, you could tweak your priors a bit, especially those of the NegBinom. For example, `cauchy(0,5)`

can have extremely large values and having this as a prior for overdispersion is perhaps overkill. You could try

```
...
parameters {
...
real log_phi[N];
}
...
model{
...
log_phi ~ normal(0, 1);
...
... neg_binomial_2_lpmf(y[i]|mu[1,i], exp(log_phi[i])) ...
}
```

this way you have the prior median for \phi at 1, which implies *â€śno over- or under-dispersionâ€ť*, but have some wiggle-room to go above or below, putting equal prior probability on over- and under-dispersion.

(Also, just as an asideâ€¦ Letting \phi vary by observation strikes me as unusual. Itâ€™s not that it couldnâ€™t be reasonable, but I think normally youâ€™d just have *one* parameter \phi that measures the dispersion of the whole distributionâ€”like the \sigma in linear regression. Maybe having just one common \phi will give you a bit more stable inference?)

In general, youâ€™d want to do proper *prior predictive* checks. Thereâ€™s a lot of good resources on that for you to read, if your not familiar with it. It boils down to do the same as with posterior predictive checks, but using *only* the prior.

### RNGs?

If you still get the error, then you could try something like this (look at this thread for reference):

```
real mu_hat = which == 1 ? mu[i]*exp(ci) : mu[i];
if (log(mu_hat) > 20){ // set some reasonable threshold here.. like a really big number
y_hat[i] = 9999999; // set something here, that you want to put into y_hat in case mu is really large. Or some value that you can "filter" out
} else {
y_hat[i] = 2 + neg_binomial_2_rng(mu_hat, phi[i]);
}
```

â€¦ this is super hacky (and for the values Iâ€™ve put in probably even a bit ridiculous), but I think you get the idea.

### Likelihood?

However, you have said, that the maximum youâ€™d expect y to be 11. So, basically the outcome is an integer y \in [2,11]? Are values beyond 11 possible? If no, then I think you should have a look into modeling your data using a Binomial distribution. To get random integer y between (and including) 2 and 11, you could try in the model block `binomial_logit(y_ast | 9, alpha + x*beta)`

and so on. Further down, in generated quantities it would be something like `y_hat[i] = 2 + binomial_rng(9, inv_logit(alpha + x[i]*beta))`

. Note, that now your coefficients would be on the logit-scale, so youâ€™d have to change your priors accordingly (like I said above, look into *prior predictive checks* if you havenâ€™t already, itâ€™s a great way of coming up with reasonable priors).

In case you want to incorporate under- or over-dispersion, you could try the Beta-Binomial distribution. But here, youâ€™d have to re-parametrize yourself.

I hope the suggestions are helpful!

Cheers! :)