Hello,
I’m finding it hard to find a tutorial on how to run a simple poisson GLM. I’m working with insurance data and do not have the time for STAN to sample at such a slow pace. I’m hoping pyro with my GPU will allow for a faster fit.
I found some videos on pyro in general but this particular problem seems to elude me. I’m not sure if it helps, but below is the stan code.
data {int<lower=0> N;
vector[N] EDIT_9644A;
vector[N] credit_score_2;
vector[N] gf;
vector[N] credit_spline;
int<lower=0> y1[N];
}
parameters {
real EDIT_9644A_coeff;
real credit_score_2_coeff;
real gf_coeff;
real credit_spline_coeff ;
real intercept;
}
model {
EDIT_9644A_coeff ~ normal(0, 1);
credit_score_2_coeff ~ normal(0, 1);
gf_coeff ~ normal(0, 1);
credit_spline_coeff ~ normal(0, 1);
intercept ~ normal(0,5);
y1 ~ poisson_log(EDIT_9644A_coeff*EDIT_9644A +
credit_score_2_coeff*credit_score_2 +
gf_coeff*gf +
credit_spline_coeff*credit_spline);
}
Thanks for any help or site someone can point me to.