Hello all,

I have a question , suppose I am running the following regression:

data {

vector[N] Y;

vector[N] X;

}parameters {

real alpha;

real<lower=0> sigma_y;

real beta;

vector<lower=0>[N] u;

real<lower=0> sigma_u;

}model {

alpha ~ normal(0,2);

sigma_y ~ inv_gamma(1,1);

sigma_u ~ inv_gamma(1,1);

u ~ normal (0, sigma_u);

Y ~ normal(alpha + X*beta - u, sigma);}

The variable of interest is u, which is assumed to be N(0, sigma_u) T[0,] .

Now in the above model I have ommited T[0,] for u.

I am wondering if I declare the vector u to be vector<lower=0>[N] u, then is there any point in adding T[0,]?

Shouldn’t both this specification should draw the same samples for u?

Any suggestions will be highly appreciated.

Regards

Antony