2

I am trying to model the Jeffreys prior for error variance in a heteroscedastic ANOVA design in rstan.

That is to say, expression.

Is the following setting correct?

target += -2 * sum(log(sigma));

where the vector variable is declared as

vector<lower=0>[C] sigma;  // standard deviation of the error term

It seems not, because my current codes return an MCMC divergence warning.

Thank you for the kind comments.

0 Answers0