I’m attempting to build a wald glm like below but keep getting this error
ValueError: Mass matrix contains zeros on the diagonal.
I cannot seem to know what I’m doing wrong
with pm.Model() as unpooled_glm:
a = pm.HalfCauchy('a',1, shape = n_vendors)
b1 = pm.Normal('b1',mu = 0, sd = 1, shape = n_vendors)
b2 = pm.Normal('b2', mu = 0, sd = 1, shape = n_vendors)
mu = pm.Deterministic('mu', tt.exp(a[vendor_id] + b1[vendor_id]*d['feet_std'] + b2[vendor_id]*d['feet_std2']))
alpha = pm.Exponential('alpha',1)
time = pm.Wald('duration', mu = mu, lam = lam[vendor_id], alpha = alpha, observed = d.time_mins)
unpooled_glm_trace = pm.sample(2000, tune = 1000, random_seed= seed)