I am creating a gentle introduction to seemingly unrelated regression (SUR) models for a class of novices. I was looking into rstanarm’s function for multivariate outcomes, stan_mvmer. However, it seems that that this function does not model the correlation between the residuals. Is that right? (Although I think it would be a useful exercise for students to calculate residuals and correlations themselves, that’s probably too much for a first class session.)
If not rstanarm, are there other recent scripts for multivariate outcomes? My inclination is to start with convenience packages like rstanarm, if possible. But the class will have some familiarity with stand-alone Stan models by this point, so working with Stan models directly is also an option, if necessary.
- Operating System: Mac OS
- rstanarm Version: 2.17.2