Evaluating and comparing models with respect to their predictive performance is a cornerstone of Bayesian statistics. Two related and important techniques are leave-one-out cross-validation and stacking. Both quantify and set in relation the ability to predict unseen observational units from the same data-generating process for a set of models. Recent advancements in software development—in particular, the Stan modeling framework—have made it possible to apply these techniques easily to a wide range of models. However, in more complex models, such as the widely applied classes of hierarchical models and mixture models, the choice of observational unit is not trivial and can result in the need for numerical integration, in particular in non-normal models. We present a case study of Bayesian mixture item response models for cross-classified multirater data, where the most parsimonious choice of observational unit required two-dimensional integration. We show that implementing a numerical quadrature scheme directly within the Stan model code, which is available as Supplemental Data, allows for efficient and accurate estimation of predictive performance.
Bee et al. (Mon,) studied this question.