Discussions of model comparison in hierarchical models can easily be found , but I have both a theoretical and a couple of practical questions. My situation is that I have multiple subjects, s, each being measured multiple times in paired measures x and y. I want to regress on the relationship of x …

Ok. That was super helpful. The whole thing runs without loops now and is maybe 4 orders of magnitude faster (seriously). For the record, here is the code for calculating the log likelihood, based on your suggestion. I still wonder whether it would be possible to get the likelihood of x_s into the i…

Likelihood of latent variables in hierarchical model for model comparison

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opherdonchin July 2, 2022, 7:26am 3

The code I made only has obs_x in idata.log_likelihood. Is there a way to get specific probability sums added to log_likelihood?

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Likelihood of latent variables in hierarchical model for model comparison

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