stan-dev / stan-dev/rstanarm

Are tails of gamma prior on tau^2 in decov prior too long?

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question
Dominant language
R
Stars
401
Forks
136
PR merge metrics
No merged PRs in 30d

Description

Had a conversation with @lauken13 and for e.g., logistic regression or other models where we may not want a long-tailed prior on the sigmas for the "random effects" it could be nice to allow a half-normal or something like that instead of requiring a gamma distribution on tau^2 in the decov prior.

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Research direction

No files, tests, or entry points are named. Start by locating the decov prior implementation and its existing tests or documentation, then determine how tau^2 is parameterized and where prior choices are configured; done would mean a supported alternative to the gamma distribution, with updated coverage and guidance.

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Assessment

Tech stack
r
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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