Hello everyone, I’m using pymc3 with for panel regressions and I’m puzzled by the sample_posterior_predictive function as it returns an error when the regressors used for forecasting don’t have the same length as the initial data I use for sampling. As I saw in previous posts, for hierarchical mode…

Forecasting hierarchical models with sample_posterior_predictive

lballand-ea August 14, 2019, 11:22am 2

By using shared variables with theano I managed to solve my issue thanks to this post: Prediction using sample_ppc in Hierarchical model

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How to properly do out-of-sample prediction for hierarchical model

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