I posted this previously on stackoverflow , but realized it might be more appropriate here. If we have a hierarchical model with data from different sites as different groups in the model, how do we predict on new groups (new sites that we haven’t seen before)? e.g. using the following logistic reg…

First of all, beware of the centered hierarchical parametrization you are using, it may lead to divergences and difficulties while fitting. That being said, your model looks more or less like a GLM with shared prior random variates mu_beta and sigma_beta across features and sites. Once you get a po…

How do we predict on new unseen groups in a hierarchical model in PyMC3?

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lucianopaz January 23, 2019, 8:12pm 4

Yes, your non centered parametrization is correct

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How do we predict on new unseen groups in a hierarchical model in PyMC3?

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