Mixed effects model - Posterior distribution of random effects on hold-out individuals

dilsher_dhillon · March 7, 2021, 5:03pm

I haven’t done this, but potentially you could use the method mcelreath uses in chapter 13 of Statistical rethinking to predict on new clusters. Essentially taking the linear predictor for the fixed effects and adding random draws from the random effects based off their posterior distribution estimates.

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Mixed effects model - Posterior distribution of random effects on hold-out individuals

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