Hi all, I'm trying to fit a couple of community occupancy models and am noticing that r-hat values for certain parameters are well above 1.1 (in the 1.3 - 1.6 range) even with fairly long runs (like, 200,000 iterations w/ 100,000 burn-in). The model structure includes Bernoulli inclusion parameters associated with all beta parameters. At any rate, the problematic r-hat values are consistently associated with the precision hyper-parameters for the betas. Covariates with essentially no model support seem to converge slightly better (or at least have lower r-hats for the precision hyperparameter) than covariates with some support. Strangely, these r-hat values also seem to stabilize pretty quickly (like, the difference between 15,000 iterations and 50,000 iterations is minimal). I'm curious to hear if anybody else has encountered this. My kind of desperate explanations are
Sorry for the book. Thanks for any help!