why it's not enough to scan values of (simple) Rhat blindly

[Marc Kery]

Dear all,

here's my cautionary note for the day ...

Sometimes the simple Rhat, as computed by many software including JAGS when running it with jagsUI, can be really misleading as a convergence criterion, as these plots show:

Solution: always check out at least some traceplots. Or (as Matt H. would argue), use more refined versions of Rhat such as split-chain Rhat ...

Best regards  --- Marc

[Matthijs Hollanders]

Hey Marc, thanks for sharing. How did these traceplots come about?

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[Marc Kery]

Dear Matt,

to be honest, I can't remember :( I think I have never seen this sort of pathology, but it does illustrate that something simple forms of Rhat may get it spectacularly wrong.

Best regards  --- Marc

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From: Matthijs Hollanders <matthijs....@gmail.com>
Sent: Tuesday, July 8, 2025 12:39
To: Marc Kery <marc...@vogelwarte.ch>
Cc: 'Google Groups' via hmecology: Hierarchical Modeling in Ecology <hmec...@googlegroups.com>
Subject: Re: why it's not enough to scan values of (simple) Rhat blindly