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  • Stata Code for "Regression and Other Stories" and recommendations for Stata-based regression text?

    I had a question for this group regarding Stata examples for the regression text, "Regression and Other Stories" by Gelman, Hill and Vehtari.

    Gelman, A., Hill, J., & Vehtari, A. (2020). Regression and Other Stories. Cambridge University Press. https://doi.org/10.1017/9781139161879

    The book has many great examples using R package, but our students learn Stata. Would anyone be aware of whether anyone has ever posted Stata code for thos examples. I really like what I have read so far, but want to use Stata.

    Alternatively, I would welcome recommendations for Stata-oriented texts. I am looking for something that is relatively recent and highly practical, but with sufficient detail and rigor.

    Thanks in advance for any insights you can share!

    Paul



  • #2
    I quite like that book but I just skip over the R code. Beyond the obvious problem of has anybody translated the code lurks another.

    If I recall correctly, for much of anything Bayesian they use their own Stan package (or is it packages).
    That is, according to taste, either what everybody should be using or what Andrew Gelman and his friends use.

    Do correct whatever is unfair or inaccurate!

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    • #3
      That is a great book, but it would be a fair bit of work to translate the book code from R to Stata. If memory serves, Stata can estimate the same models under its own Bayesian routines, but it may take some effort to translate.

      My opinion is that for complex models or serious simulations, Stan is a fantastic package to use as the HMC sampler is very efficient and is natively multithreaded.

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      • #4
        Thanks to both of you for your thoughts on this. I will be honest in that I was hoping someone had done the work for me . I don't plan on covering any of the Bayesian modeling material as I think that is beyond my students' skill level. I am mainly looking at a text that covers linear models in frequentist framework as well as regression extensions, logistic, count/NB, and survival models. I am curious as to whether there are folks on this site who have a Stata based text that they love. My hope is to give students a solid grounding and the syntax too.

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        • #5
          Oddly enough I spent (way too much) time doing this when I tried using the textbook for a course aimed at (medical) research fellows a few years ago.
          You are welcome to look. https://public.websites.umich.edu/~thofer/raos/
          Fair warning, it is an incomplete job, I did most of the code in Chapters 1-2, 6-7, 10-15. It is in varying states of polish, use at your own risk, no guarantees, etc.
          I took the perspective you decided on for the same reason - substituting frequentist procedures for almost everything.

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          • #6
            Tim Hofer Wow, this is wonderful. Thank you! I very much appreciate your willingness to share your Stata code. This will help me a great deal in terms of using this text. Have a wonderful weekend! -Paul

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