Order-restrictions in JAGS: Five Methods Fail, One Method Succeeds
TL;DR When implementing order-restrictions in JAGS, only the “ones trick” appears to yield the correct result. Consider two unknown chances, $\theta_1$ and $\theta_2$, that are assigned independent beta priors: $\theta_1 \sim \text{beta}(1,1)$ and $\theta_2 \sim \text{beta}(1,1)$. Let’s visualize the joint posterior by executing JAGS code (Plummer, 2003) and plotting the samples that are obtained from the MCMC algorithm. This is…
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