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Scaling when HB == TRUE?

Posted: 28 Sep 2021, 14:09
by tomas.rossetti
Hi,

I know that scaling is important using classical estimation because very large or small numbers can introduce issues into matrix manipulation. Is it as important in a Bayesian setting?

Thanks!

Re: Scaling when HB == TRUE?

Posted: 30 Sep 2021, 09:29
by stephanehess
Tomas

this is a question for Bayesian experts, but I would think that the importance of scaling is at least as important, if not more, in Bayesian estimation than in classical, given the way parameter chains are updated

Stephane