allow using student_t instead of gaussian for likelihood
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feature
- Dominant language
- R
- Stars
- 401
- Forks
- 136
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Description
For stan_glm with a suitable outcome (and maybe stan_lmer), we should provide an option to use the t distribution as the likelihood instead of a Gaussian.
Perhaps we just follow BDA3 17.2 and use the fact that
y_i ~ t_v(m, s^2)
is equivalent to
y_i | V_i ~ N(m, V_i)
V_i ~ scaled-inv-chi-sq(v, s^2)
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the existing likelihood handling for stan_glm and the possible stan_lmer path, then compare it with the BDA3 17.2 formulation cited in the issue. Done should include a defined option for a Student-t likelihood, with the supported models and behavior specified before implementation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 30/100