Comments (5)
pqnelson
commented on July 30, 2024
Further inspection reveals extract(out, "mu_a[251]") is a vector of zeros, with a NaN Rhat, and a NaN n_eff.
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elliottmorris
commented on July 30, 2024
Good to know, perhaps reassuring.
…On Jul 9, 2020, 22:57 -0400, Alex ***@***.***>, wrote:
Further inspection reveals extract(out, "mu_a[251]") is a vector of zeros, with a NaN Rhat, and a NaN n_eff.
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pqnelson
commented on July 30, 2024
Not really, if one were to perturb mu_a[current_T] to something like mu_a[current_T] = raw_mu_a[current_T] * sigma_a, one still gets warning messages after running 2016:
Warning messages:
1: The largest R-hat is 1.09, indicating chains have not mixed.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#r-hat
2: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#tail-ess
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elliottmorris
commented on July 30, 2024
Thank you. I will investigate more.
…On Jul 10, 2020, 00:31 -0400, Alex ***@***.***>, wrote:
Not really, if one were to perturb mu_a[current_T] to something like mu_a[current_T] = raw_mu_a[current_T] * sigma_a, one still gets warning messages after running 2016:
Warning messages:
1: The largest R-hat is 1.09, indicating chains have not mixed.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#r-hat
2: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
Running the chains for more iterations may help. See
http://mc-stan.org/misc/warnings.html#tail-ess
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elliottmorris
commented on July 30, 2024
@pqnelson This should be fixed now. The large standard deviation on the national vote parameter was leading to some tough variance estimation. That parameter has been removed from the latest models though and I think you'll get stable model results without convergence errors. Please let me know.
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Related Issues (20)
- Question about `state_correlation_error` variance estimation. HOT 4
- Release CSV with results of simulations HOT 1
- CSV extract of polls has malformed dates HOT 1
- Unable to locate file HOT 1
- 2008 polls HOT 1
- What is the goal?
- Hello world
- Unused parameter in stan model HOT 1
- Add estimates and data from Senate and House models? HOT 1
- Extra levels in factor for population variable HOT 1
- The website appears to calculate senate ties incorrectly - and therefore also the total win probability HOT 4
- stringsAsFactors = TRUE prevents use of state polling data by stan models fit to 2008, 2012, and 2016 HOT 1
- Hi HOT 1
- Delegate Confidence Interval conflicts with estimated probability of win.
- Daily model output
- Sorting by state in Key States bad alphebetization
- Error running 2008_model.R
- Backtesting Results HOT 2
- How to run this? HOT 2
- Possible typo in `final_2016.R`? HOT 1
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