I keep getting Rhat below 1 (for usually about half of my parameters of interest at the level of 9.99e-01). A recent run (see below) reported Rhat < 1 for even smaller values (eg, 9.94e-01, 9.96e-01, 9.97e-01). Anyone knows why Rhat < 1 is reported? ( @bbbales2 kindly told me that Rhat in theory sho…

It’s not a problem, it’s not a rounding error, it’s just that as the B and W are estimated from finite number of draws this can be slightly less than 1 just by chance. It is more likely to observe this if you run very short chains as you are now doing with just 150 iterations. It is more likely to o…

Rhat < 1 (as low as 9.94e-01). Why?

General

tlyim June 19, 2019, 4:28pm 7

Thanks for your suggestions. I am giving a reply in my another post.

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Rhat < 1 (as low as 9.94e-01). Why?

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