The error I was getting was because I was calling
sample(model,NUTS(0.8,500))
instead of
sample(model,NUTS(500,0.8))
So, I can basically say that yes it work to do the following:
nationcoefs ~ MvNormal(zeros(Float64,nc),2.0)
regioncoefs = fill(nationcoefs,nregions)
for i in 1:length(regioncoefs)
regioncoefs[i] ~ MvNormal(nationcoefs,2.0)
end
It’s important to avoid doing something like fill(0.0,nregions) because it screws up the type system when Turing starts to use ReverseDiff types or ForwardDiff types etc.