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

  • The model just needs to be run out longer.
  • I should increase the thinning rate (the trace-plots indicate that the tau chains will occasionally make pretty massive leaps that might be inconsequential if culled by thinning).
  • This is related to the Bernoulli inclusion parameters turning the betas on and off, and r-hat wouldn't be expected to approach convergent values unless the inclusion probability were very close to 0 or 1.
  • This is related to tau hyper-parameters themselves, which might not be expected to be distributed roughly normally.
  •  The taus are derived nodes based upon stochastic sigma hyperparameters, and I should be tracing the latter instead.
  • Sorry for the book.  Thanks for any help!

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