STAN: Stata module to use Stan software for Bayesian modeling

Robert Grant ()
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Robert Grant: Kingston University

Statistical Software Components from Boston College Department of Economics

Abstract: stan is the Stata interface to the open-source Bayesian software Stan, which works by translating a simple model language to C++ and compiling that. Stan utilises Hamiltonian Monte Carlo through the No U-Turn Sampler (NUTS) to provide much faster and more stable sampling than could be achieved with the Metropolis-Hastings algorithm or the Gibbs sampler (these are the methods implemented in BUGS, JAGS and bayesmh). In keeping with other Stan interfaces, it is known as StataStan when regarded as a package along with windowsmonitor and the various stan_* commands to populate specific models. In essence, it is a wrapper for the CmdStan command-line interface. Data and results are passed between Stata and Stan via text files. For Stata version 16+ with support for Python built in, anyone who wants to use Stan from Stata should do so through PyStan or CmdStanPy.

Language: Stata
Requires: Stata version 11
Keywords: stan; Bayes; Bayesian modeling; StataStan (search for similar items in EconPapers)
Date: 2016-02-28, Revised 2021-03-04
Note: This module should be installed from within Stata by typing "ssc install stan". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/stan.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stan.sthlp help file (text/plain)

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