stan in stata

[Olayiwola Adetutu]

Good day everyone in the house, please I need someone to guide me on how I can download stan in stata including the site. I am currently work on bayesian approach to nominal response model. I am using stata 16SE on 64 bits window. Thanks for the anticipated help sir/ma

[Leonardo Guizzetti]

I have not tried to do this myself, so I will point you toward some resources.

The StataStan interface's is here. Linked from there is a "first run" do file, available on GitHub.

The authors (R. L. Grant, B. Carpenter, D. C. Furr, & A. Gelman) jointly wrote two papers in the Stata Journal (SJ 17(2):330-42 and SJ 17(2):343-57). You may access links to them from typing -search stan- within Stata, or search the Journal.

The first is entitled "StataStan interface for fast, complex Bayesian modeling", and the second give some examples of fitting IRT models in Stata and Stan, entitled "Fitting Bayesian item response models in Stata and Stan".