Actually came here to see if anyone had discussed this thoroughly. I’m coming from the brms
R package world where it defaults to using the correlated intercept/slopes. However, I’m not seeing this in the posterior when using bambi
so that’s making me think it doesn’t do this by default.
I saw this post from the bambi
main developer @tcapretto Mixed models and pm.LKJCholeskyCov about incorporating the LKJ prior but I’m not sure if that made it all the way to implementation in bambi
.
Would be interested to learn if I’m mistaken and this is what’s used by default before I move over to a PyMC implementation. Thanks to anyone ahead of time if you’re able to share!