Weighted regression using number of observations

[Bob_Carpenter]

@stefank

Every individual is measured a certain number of times. Now, I would like to weight each individual according to the number of observations, using some kind of weight[i]. I was thinking to adapt the model like this:

Yes, that’s right. This collects the sufficient statistics (number of observations) and is more efficient than just iterating over all the observations. There’s a section on this in the efficiency chapter of the manual.

@stefank

using weights is generally not recommended,

That’s when they’re part of the model and not part of the generative story. Here, they’re just part of an efficiency improvement for the implementation.