The Stan Model of the Week showcases research using Stan to push the limits of applied statistics. If you have a model that you would like to submit for a future post then send us an email. Our inaugural post comes from Nathan Sanders, a graduate student finishing up his thesis on astrophysics at Harvard. […]

**Stan**category.

## Index or indicator variables

Someone who doesn’t want his name shared (for the perhaps reasonable reason that he’ll “one day not be confused, and would rather my confusion not live on online forever”) writes: I’m exploring HLMs and stan, using your book with Jennifer Hill as my field guide to this new territory. I think I have a generally […]

## Transitioning to Stan

Kevin Cartier writes: I’ve been happily using R for a number of years now and recently came across Stan. Looks big and powerful, so I’d like to pick an appropriate project and try it out. I wondered if you could point me to a link or document that goes into the motivation for this tool […]

## References (with code) for Bayesian hierarchical (multilevel) modeling and structural equation modeling

A student writes: I am new to Bayesian methods. While I am reading your book, I have some questions for you. I am interested in doing Bayesian hierarchical (multi-level) linear regression (e.g., random-intercept model) and Bayesian structural equation modeling (SEM)—for causality. Do you happen to know if I could find some articles, where authors could […]

## Stan Model of the Week: PK Calculation of IV and Oral Dosing

[Update: Revised given comments from Wingfeet, Andrew and germo. Thanks! I'd mistakenly translated the dlnorm priors in the first version --- amazing what a difference the priors make. I also escaped the less-than and greater-than signs in the constraints in the model so they're visible. I also updated to match the thin=2 output of JAGS.] […]

## Running into a Stan Reference by Accident

We were talking about parallelizing MCMC and I came up with what I thought was a neat idea for parallelizing MCMC (sample with fractional prior, average samples on a per-draw basis). But then I realized this approach could get the right posterior mean or right posterior variance, but not both, depending on how the prior […]

## CmdStan, RStan, PyStan v2.2.0

The Stan Development Team is happy to announce CmdStan, RStan, and PyStan v2.2.0. As usual, more info is available on the Stan Home Page. This is a minor release with a mix of bug fixes and features. For a full list of changes, please see the v2.2.0 milestone on stan-dev/stan’s issue tracker. Some of the […]

## How to think about “identifiability” in Bayesian inference?

We had some questions on the Stan list regarding identification. The topic arose because people were fitting models with improper posterior distributions, the kind of model where there’s a ridge in the likelihood and the parameters are not otherwise constrained. I tried to help by writing something on Bayesian identifiability for the Stan list. Then […]

## Special discount on Stan! $999 cheaper than Revolution R!

And we’ll throw in RStan and PyStan for free! Details here.

## Stupid R Tricks: Random Scope

Andrew and I have been discussing how we’re going to define functions in Stan for defining systems of differential equations; see our evolving ode design doc; comments welcome, of course. About Scope I mentioned to Andrew I would prefer pure lexical, static scoping, as found in languages like C++ and Java. If you’re not familiar […]