I’m doing a simulated data study in which I am seeking to explore whether my regression model is able to represent a (known) data-generating model with limited data. I first generate fake data, then fit the fake data using HMC (NUTS). For the sake of simplicity, let’s assume that the true model is …

You could certainly do this without looping. You just need to create J-length arrays of stochastic nodes using the shape= kwarg rather than creating one node per stochastic per model, then map them to the correct data in y using appropriately designed design matrices. Personally I would reshape you…

Fit many regressions simultaneously

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jdossgollin November 3, 2017, 6:47pm 5

OK cool.
Agreed that the naming’s off – happened when I was translating my example into something closer to a MWE

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Fit many regressions simultaneously

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