Hi everyone! Now I’m using shinystan and checking MCMC representativeness by Rhat, MCSE/se and neff/N. Do you happen to know about the evidence of the number of these indexes? I guess Rhat less than 1.1 is written in Bayesian Data Analysis (3nd ed.) but I can’t find MCSE/se and neff/N. I would …

Thank you so much, Krzysztof!! This is very helpful for me. Thank you for your kindness.

Resources of desirable MCMC representativeness

sakrejda April 18, 2019, 11:04am 2

Hi, there are some updated recommendations here: New R-hat and ESS

Topic		Replies	Views
Divergent Transitions with R_hat < 1.1 Modeling fitting-issues , performance , shinystan	14	2521	June 13, 2019
R hat of 1.01 General	2	1004	June 24, 2021
Rhat < 1 (as low as 9.94e-01). Why? General	6	4145	June 19, 2019
Suggestions on reporting HMC diagnostics for scientific publication General rstan , bayesplot	14	2365	February 17, 2021
New R-hat and ESS Developers	35	7705	July 1, 2019