IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458150.html
 

STAN: Stata module to use Stan software for Bayesian modeling

Author

Listed:
  • Robert Grant

    (Kingston University)

Programming Language

Stata

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.

Suggested Citation

  • Robert Grant, 2016. "STAN: Stata module to use Stan software for Bayesian modeling," Statistical Software Components S458150, Boston College Department of Economics, revised 04 Mar 2021.
    • Handle: RePEc:boc:bocode:s458150
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/stan.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stan.sthlp
    File Function: help file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458150. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.