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