Introducing the StataStan Interface for Fast, Complex Bayesian Modeling Using Stan. (June 2017)

• Record Type: Journal Article
• Authors: Grant, Robert L.; Carpenter, Bob; Furr, Daniel C.; Gelman, Andrew
• Is Part Of: Stata journal. Volume 17:Number 2(2017)
• Page Start: 330
• Page End: 342
• Publication Date: 2017-06
• Subjects: st0476 -- stan -- windowsmonitor -- StataStan -- Bayesian -- bayesmh -- interface -- shell commands -- Stan; Statistics -- Periodicals; Statistics -- Computer programs -- Periodicals; 001.422
• DOI: 10.1177/1536867X1701700205
• Languages: English
• ISSNs: 1536-867X

Abstract

In this article, we present StataStan, an interface that allows simulation-based Bayesian inference in Stata via calls to Stan, the flexible, open-source Bayesian inference engine. Stan is written in C++, and Stata users can use the commands stan and windowsmonitor to run Stan programs from within Stata. We provide a brief overview of Bayesian algorithms, details of the commands available from Statistical Software Components, considerations for users who are new to Stan, and a simple example. Stan uses a different algorithm than bayesmh, BUGS, JAGS, SAS, and MLwiN. This algorithm provides considerable improvements in efficiency and speed. In a companion article, we give an extended comparison of StataStan and bayesmh in the context of item response theory models.