Hello. I’m trying to structure a hierarchical regression problem modeling sales by location and the type of item within our marketing hierarchy. The issues I’m running into is correctly structuring the random variable that accounts for both item and the location that item was sold. I keep getting…

From the error and the shapes, it looks like the problem is mu + sigma_ * offset inside the make_next_level_hierarchy_variable function. You will need to provide a map that sends mu (the values at the previous level hierarchy, size 6 for bl) to the next size in the hierarchy (size 26 for cat).

How do I correctly structure a multi-dimensional variable in a regression problem

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aiuxp48 February 16, 2023, 8:35pm 5

ah crap, how did I miss that? Thank you!

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How do I correctly structure a multi-dimensional variable in a regression problem

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