In the Stan wiki there is currently this quote here. [image] Prior Choice Recommendations Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details. - stan-dev/stan …

I don’t remember why Aki liked 3 in particular for the degrees of freedom, but the appeal of the t-distribution for priors is that the degrees of freedom parameter functions like a dial you can turn to make the distribution more Cauchy-like (df -> 1) or more Gaussian-like (df -> Inf). A small degree…

Why StudentT(3,0,1) for prior?

General

anon79882417 March 16, 2019, 5:15pm 2

@avehtari

N best tips & tricks (or the go-to checklist) for new Stan model builders?

Topic		Replies	Views
Estimating student-t degrees of freedom? Modeling	2	1945	January 2, 2018
Student T distribution: A question on scale General	3	3240	July 29, 2020
Prior for sigma Modeling specification	3	1838	February 7, 2021
Reasons for putting a prior on standard deviation rather than variance Modeling rstanarm	4	2929	October 8, 2020
Non-centered student_t - matt's trick Modeling techniques	2	1399	July 2, 2018

Why StudentT(3,0,1) for prior?

Related topics