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categorical_logit is not yet vectorized to allow this. The available signatures are as follows:
...
Available signatures:
(array[] int, vector) => real
The second argument must be vector but got matrix
(int, vector) => real
The first argument must be int but got array[] int
So we can vectorize the outcomes, but there's no way to give them different predictions as this example requires.
I am closing this issue. I opened an issue in the math repo to add the appropriate vectorization signatures: stan-dev/math#3102
SUG on multi-logit regression
https://mc-stan.org/docs/2_29/stan-users-guide/multi-logit.html
suggests that the user has to loop row-wise since there's not a vectorized categorical logit. This is out-of-date.
See
https://mc-stan.org/docs/2_29/functions-reference/categorical-distribution.html
and
https://mc-stan.org/docs/2_29/functions-reference/categorical-logit-glm.html
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