GLM hierarchical

[OriolAbril]

File: https://github.com/pymc-devs/pymc-examples/blob/main/examples/generalized_linear_models/GLM-hierarchical.ipynb
Reviewers: @twiecki

The sections below may still be pending. If so, the issue is still available, it simply doesn't have specific guidance yet. Please refer to this overview of updates

Known changes needed

Changes listed in this section should all be done at some point in order to get this
notebook to a "Best Practices" state. However, these are probably not enough!
Make sure to thoroughly review the notebook and search for other updates.

General updates

• use try except in data reading
• Add code for rmse mentioned in the notebook, see https://discourse.pymc.io/t/glm-hierarchical-linear-regression-posterior-predictive-check-rmsd/5668

ArviZ related

• use return_inferencedata=True
• update slope plotting code
  • use idata and xarray. ⚠️ first operate, then average, the sum of averages is not necessarily the average of the sum.
  • be careful with zorder, alpha and linestyles, markers... to ensure the plot is easy to read for everyone and conveys the relevant information.

Changes for discussion

Changes listed in this section are up for discussion, these are ideas on how to improve
the notebook but may not have a clear implementation, or fix some know issue only partially.

General updates

• This references the multilevel modeling notebook both as general document and specific cells! ⚠️ with hardcoded links and cell numbers. We should define anchors back in multilevel modeling and use those anchors here. This may be possible in nbsphinx, but I'd say this is a motive to move to myst-nb where it's natural to use rst directives from markdown.

Notes

Exotic dependencies

None

Computing requirements

[chiral-carbon]

Hi! I would like to take up this issue.

[OriolAbril]

Sorry about the bad tracking in this case @chiral-carbon, there was already a PR open for that but it wasn't properly linked, you can help reviewing the PR if you are interested in this specific notebook, the more eyes the better 😄

[chiral-carbon]

oh okay, no worries! sure, if I have anything substantive to add, I'll do that!

[reshamas]

I will work on this notebook.

[OriolAbril]

This notebook has been deleted and superseeded by https://www.pymc.io/projects/examples/en/latest/case_studies/multilevel_modeling.html