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, s…

Sampling issues with a Wald GLM

AlexAndorra October 22, 2020, 2:58pm 2

Hi,
This is often related to Bad Initial Energy errors. There is an FAQ about this, which I think will be helpful here

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