th inline">\(Q\ast\)</span> is an
identity matrix, <span class="math inline">\(\theta\)</span> typically has a reasonable scale if the
units of <span class="math inline">\(y\)</span> are also reasonable. This also helps HMC move
efficiently without compromising numerical accuracy.</p></li>
</ol>
<p>Consequently, this QR reparameterization is recommended for linear and
generalized linear models in Stan whenever <span class="math inline">\(K &gt; 1\)</span> and you do not have
an informative prior on the loca