@andrewgelman wrote in 2 problems with cmdstanr: one model gives the wrong answer, the other gives an error in compilation - #6 by rok_cesnovar
Posting here so it doesnt get lost.
data {
int<lower=0> J; // number of schools
real y[J]; // estimated treatment effects
real<lower=0> sigma[J]; // standard error of effect estimates
}
parameters {
real mu; // population treatment effect
real<lower=0> tau; // standard deviation in treatment effects
vector[J] eta; // unscaled deviation from mu by school
}
transformed parameters {
vector[J] theta = mu + tau * eta; // school treatment effects
}
model {
target += normal_lpdf(eta | 0, 1); // prior log-density
target += normal_lpdf(y | theta, sigma); // log-likelihood
}