I'm a newbie in Bayesian modelling and trying to understand something more on such field by running a Poisson regression and analyzing count data.
Browsing on the internet, I found a set of diagnostics for assessing the model convergence; among all of these ones, I read about the Geweke's diagnostics.
I know it rejects the hypothesis of convergence for large z-score, but I wonder of how much the z-score has to be large to reject the hypothesis. There exists a rule of thumb?
Moreover, in the case one has a really large z-score, let's say 3, what you could do? I read about one has to have a longer chain, but I really did not get what does it mean.
Could you provide some help, possibly by providing a reference about?
Thanks in advance.