Just in case anyone is interested, I have put together a short post on implementing an instrumental variables (IV) model with hierarchical priors in Stan. Comments welcome; would like to turn it into a case study. [image] Bayesian Instrumental variables (with a hierarchical prior) in Stan …

Post on Bayesian IV

James_Savage September 16, 2019, 2:51pm 7

You’re right! Good catch. Hopefully @richard_mcelreath spotted the error too!

Bayesian IV model help

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