Shrinkage

To show you one of the main consequences of hierarchical models, I will require your assistance, so please join me in a brief experiment. I will need you to print and save the summary using az.summary(trace_h). Then, I want you to re-run the model two more times after making small changes to the synthetic data, and always keep a record of the summary. In total, we will have three runs:

  • One run setting all the elements of G_samples to 18
  • One run setting all the elements of G_samples to 3
  • One last run setting one element to 18 and the other two to 3

Before continuing, please take a moment to think about the outcome of this experiment. Focus on the estimated mean value of in each experiment. Based on the first two runs of the ...

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