Thanks,
I am using beta regression, inspired by your message
data {
int P;
int<lower=1> S;
int R;
matrix<lower=0,upper=1>[P,S] y;
matrix[S,R] x;
}
parameters {
real<lower=0> phi;
matrix[P,R] alpha;
}
model {
matrix[P,S] mu;
mu = inv_logit( alpha * x');
to_vector(y) ~ beta(to_vector(mu) * phi, (1 - to_vector(mu)) * phi);
}
Indeed it fails to converge for components of the multiple correlation with little slope
And it converge if I force the phi (error) parameter bigger than a threshold, then all the proportion predictions are kind of squeezed around the convergence function