Question about `state_correlation_error` variance estimation. about us-potus-model HOT 4 CLOSED

If you have some faster code we would love to use it! Paste it here or fork, whatever works.

On the specifics of the function, we just used those defaults to get the function working. The inverse logit transformation shouldn't matter. But if we're introducing bugs do let us know.

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Hey @elliottmorris

Thanks for responding. My question wasn't so much about the speed of the code, rather the logic.

My current understanding is that the prior for state by state democratic support is specified as the inverse logit of a multivariate normal. The covariance matrix of the normal distribution is assumed to have a correlation of 0.9 (this line) and we want to choose the right variance on the logit scale so that our prior has the desired variance on the probability scale. Which is what find_sigma2_value is for. (If that's wrong then skip the rest of the question 😅)

Estimating the right variance you seem to be doing with a monte carlo estimate, drawing normal samples on the logit scale for some fixed variance, computing the resulting variance / standard deviation on the probability scale, then optimising the observed error with respect to the variance. The things I didn't understand were:

• When drawing the normal samples, shouldn't the correlation match the correlation we will ultimately use? I.e. 0.9 rather than 1.
• Should normal samples be centered at the origin? The transformed samples (after inverse logit) will have a mean of 0.5 in that case, but I can't otherwise see why you would draw samples with mean 0.5
• What's the significance of 10? I think you have 9 state variables, and maybe originally it was 10 in an earlier model? Is that all it is?
• Why not calculate standard deviation from the transformed samples, rather than calculating the standard deviation on the samples then transforming it?

I guess some of these could be considered "bugs" if my understanding is correct, but I am reluctant to submit any patches / changes when I don't actually know for sure that I've understood what's going on. Oh and let me know if there's a more appropriate venue for these sorts of questions.

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I think some of this could have been bad practice but ultimately the program was providing stable estimates. Anyway it doesn't matter as the function has been removed from the latest code. Thanks for flagging.

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Ok, thanks for responding, will take a look at the new version.

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