I have a simple partial pooled model that fits a normal distribution to observed data. In my actual data, I have hundreds of groups with anywhere between 1 and hundreds of observations per group. I tried fitting to the entire dataset and found that I was getting major divergences and sampling issues…

Out of sample/model predictions in hierarchical model with new observed data

JAB October 16, 2024, 7:59pm 10

Sounds good. I guess it makes sense that if we have new data on new groups we should just use it directly. thanks!

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