(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)
Thanks to Robert Grant, we now have a Stata interface! For more details, see:
- Robert Grant’s Blog: Introducing StataStan
Jonah and Ben have already kicked the tires, and it works. We’ll be working on it more as time goes on as part of our Institute of Education Sciences grant (turns out education researchers use a lot of Stata).
We welcome feedback, either on the Stan users list or on Robert’s blog post. Please don’t leave comments about StataStan here — I don’t want to either close comments for this post or hijack Robert’s traffic.
Thanks, Robert!
P.S. Yes, we know that Stata released its own Bayesian analysis package, which even provides a way to program your own Bayesian models. Their language doesn’t look very flexible, and the MCMC sampler is based on Metropolis and Gibbs, so we’re not too worried about the competition on hard problems.
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