Greetings all, I’m struggling with the fluctuating Rhat values. As far as I know, the default value for the tune is 1000, yet the problem is, the higher the tune value, the higher Rhat outcome (particularly with random effects) I get or vice versa. Is this a problem or am I missing something? The v…

Sure thing! Since the reason is overdispersion, I’ve used NegativeBinomial rather than Poisson. So I’ve added the prior for the alpha parameter, # Prior for the dispersion parameter alpha = pm.Gamma('alpha', alpha=2, beta=0.1) and then run pm.NegativeBinomial() obs = pm.NegativeBinomial('ob…

How does 'tune' parameter impact Rhat values?

Questions v5

jessegrabowski December 11, 2023, 5:16pm 3

Could you post the solution you landed on? I’m sure some future visitor would be interested!

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How does 'tune' parameter impact Rhat values?

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