Hi Stan-Community :),
first of all, thank you very much for this great software and the whole ecosystem around it!
Very helpful for researchers of all kind.
I have a question about the assumptions behind WAIC and LOO-CV.
Under what circumstances can these methods be used?
Especially I am interested if one can use these techniques in the case that the data is independent but not identically distributed.
- In my analysis, it is assumed to a good approximation, that the data points are independent distributed.
- However, the assumption of identically distributed data is not valid!
- An example for the used data can be seen here: example.pdf (22,4 KB)
I am grateful for any help!