I have two datasets, one having ~3500 individuals and 20 covariates, and the other having ~1200 individuals and the same 20 covariates, plus some additional ones. Right now our idea is to develop a prediction model using the first dataset, and then evaluate the performance of this model using the second dataset. We’d then like to build a model to see if any of the additional variables (which are expensive to measure) on the second dataset are worth investigating in more detail in future datasets. Is there a principled way in Stan/BRMS to incorporate the information from model 1 on the 20 covariates into model 2? I’m also open to other ideas.