I am just curious what is stan_glm(algorithm = “optimizing”) doing?
Welcome to the community! According to the rstanarm manual, optimizing
finds the posterior mode using a C++ implementation of the LBGFS algorithm. See optimizing for more details. If there is no prior information, then this is equivalent to maximum likelihood, in which case there is no great reason to use the functions in the rstanarm package over the emulated functions in other packages. However, if priors are specified, then the estimates are penalized maximum likelihood estimates, which may have some redeeming value. Currently, optimization is only supported for stan_glm.
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