Recommendations for what to do when k exceeds 0.5 in the loo package?

Thanks! Out of curiosity, will the newer version of the plot make it to cran anytime soon?

I did. If I make this change and I run 4 chains, things don’t work:

some chains had errors; consider specifying chains = 1 to debughere are whatever error messages were returned
[[1]]
Stan model 'stan-72e478f44dfb' does not contain samples.

[[2]]
Stan model 'stan-72e478f44dfb' does not contain samples.

My guess is that this is the same problem we are discussing on this thread. @bbbales2 thoughts?

Things get even weirder. I tried to fit this with only one chain, and everything runs smoothly. My guess is that this has something to do with the starting values when you do 4 chains vs only 1 chain. So, given that this works with only one chain, I thought I should share some output:

Computed from 1000 by 1795 log-likelihood matrix

         Estimate   SE
elpd_loo  -8716.7 46.2
p_loo       553.4 21.2
looic     17433.4 92.3

Pareto k diagnostic values:
                         Count  Pct 
(-Inf, 0.5]   (good)     1290  71.9%
 (0.5, 0.7]   (ok)        388  21.6%
   (0.7, 1]   (bad)       106   5.9%
   (1, Inf)   (very bad)   11   0.6%
See help('pareto-k-diagnostic') for details.

image

@avehtari if I understood you correctly, this figure shows that the negative binomial is doing a much better job than the Poisson model. Is that correct?

Could you show me the more elegant solution?