@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?
@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?
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?