Thank you for the quick response @ricardoV94. Can I just ask a quick follow-up. In my likelihood designation, I do not get that error for the following:
pm.StudentT(‘likelihood’, nu=nu, mu=a0+a[ x ], sigma=ySigma, observed=y)
However when I redefine sigma to have a shape of the number of categories in x and redefine my likelihood as
pm.StudentT(‘likelihood’, nu=nu, mu=a0+a[ x ], sigma=ySigma[ x ], observed=y)
That is when I get the above warning. Even though, I was indexing a[ x ] with my first likelihood. Do you have any idea why that may be the case?