Why does stan_lm ignore a factor level in a model with no intercept?
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Description
Originally pointed out on the forum in https://discourse.mc-stan.org/t/why-does-stan-lm-ignore-a-factor-level-in-a-model-with-no-intercept/24877.
@bgoodri stan_lm still drops a factor level even if the intercept is omitted, e.g. stan_lm(mpg ~ 0 + as.factor(cyl), data = mtcars, prior = R2(0.5, "mean")). This contradicts the behavior of lm and stan_glm. Is this intentional or a bug?
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Research direction
Start by reproducing the stan_lm example with mtcars and compare its factor-level handling against lm and stan_glm when the intercept is omitted. Trace the stan_lm model-matrix construction and confirm that the completed behavior retains all factor levels in the no-intercept case.
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Assessment
- Tech stack
- r
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- data
- Issue type
- Bug
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- 3/5
- Estimated time
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