Combining posteriors


#1

Hi,

first of all, thanks for all the great work you’re doing!

I’ve been using brm_multiple before and I was hoping rstanarm had something like that, i.e., to use multiple datasets (with imputed values) and combine them all in one posterior. I have looked and looked but it doesn’t seem to be the case.

So, my question is how one could handle this in rstanarm? I looked through the brms source code it seems Paul does some magic and then combines the posteriors somehow. I see two approaches in rstanarm that might work and I’d be grateful for any input:

  1. Somehow just bunch all posteriors together into one? Is there an easy way to do this (combine_models in brms seem to do this for brmsfit objects)?
  2. Create an MLM where datasets is one level?

#2

There isn’t anything like (1) in rstanarm but you could try doing (2). For some purposes, you don’t need the stanreg object and can just make a list of as.matrix(). If you do need the stanreg object for posterior predictions or something, then you can make a list of those matrices.