Complex model on PYMC3 - Nonlinear Hierarchical model?

I suggest the first thing to try is setting tau_e below to a large value (i.e., setting the sigma_e to a deterministic small constant)

Otherwise, it is possible that most of the uncertainty is explained by tau_e, and the information is not propagated to alpha and sigma.

Another more direct approach is try to expressed E_est as a likelihood, and wrap it with pm.DensityDist