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Thanks to Ole-Petter Moe Hansen for pointing out a small bug in wbslist. The version released with my book would sometimes lose track of the format when listing a set of matrices. I managed to track down the source of the error. It seems that I had two counters, one tracking the matrices and the other […]
Last time I presented a very basic do file for running Stan from within Stata and although the program worked, there were places where we had to find work-arounds that meant that the process was not fully automatic. In particular, we had to write the script manually, we used Stata’s shell command to run the compiled code and we had to copy […]
This week I am going to present a program that runs Stan from within Stata, but in this version, there will be a minimum of automation. Next time, I will modify the wbs programs, designed for running WinBUGS, so that they will also work with Stan and at that stage the process will be simpler to use but less transparent. We […]
This week I want to install Stan on a Windows computer and check the installation independently of Stata, so that next week we can move on to controlling Stan from within Stata. Stan has several flavours, for instance, there is an R package that controls Stan, but for us the important version is the stand alone […]
In the book ‘Bayesian Analysis with Stata’ I described how we can fit a Bayesian model using Stata to control WinBUGS and OpenBUGS and last year, in this blog, I showed how the same approach could be used to control another BUGS-like program called JAGS. So, currently, we have a choice of three programs for […]