Hierarchical Modeling with Multiple Grouping Variables

Questions
1

Is there a (good) way to create a hierarchical model with multiple hierarchies? i.e. pooling across a couple different independent variables.

For example, if I have a data set with Industry and Job Title as independent variables and Income as the dependent variable and wanted to include Industry and Job Title each with their own random effects, how would I specify this in PyMC3?

2

Hi Jared!
From what you’re describing, I think you’re looking for a way to model several clusters (industry and job title), not several hierarchies. In this case, I think this thread will answer your question.
Hope this helps :vulcan_salute: