Hi,
I am new to stan and currently am trying to estimate a Regression equation which has 2 variables X_1 and X_2 and interaction term between these two, X_1 is categorical variable with 2 levels and X_2 is Integer variable. Based on that, I created below model for stan. However it is failing to execute.
Could you please help me how to correctly define the model based on this?
data {
int<lower = 0> n;
vector[n] Y;
vector[n] X1;
vector[n] X2;
}
parameters {
real beta0;
real beta1;
real beta2;
real beta3;
real<lower = 0> sigma;
}
model {
Y ~ normal(beta0 + beta1 * X1 + beta2 * X2 + beta3 * X1 : X2, sigma);
beta0 ~ normal(25, 5);
beta1 ~ normal(0, 37.52);
beta2 ~ normal(0, 0.82);
beta3 ~ normal(0, 0.55);
sigma ~ exponential(0.13);
}