Rstanarm(optimize = TRUE) diagnostics

@Xinyi_Chen, @andrewgelman and I are working on updating the MI package from a backend of bayesglm to a backend of rstanarm with the “optimize” setting.

Are there any diagnostics that we ought to be looking at?

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@avehtari added a few to 2.19

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My main recommendation is that we should be using much stronger default priors. Perhaps something like Cauchy(0, 0.5) for all coefs except for the constant term?