Putting prior on the constant separately in a regression

[jsocolar]

@Tommaso11397

whenever you transfer data from Stata to excel to R, things can happen

For what it’s worth, you can use Stan more directly from Stata if desired via Stata’s python integration.

Future of using Stan from Stata

Since version 16, Stata has featured close integration with Python, so you can type Python code inside your Stata script, and pass objects back and forth. I wrote StataStan in 2014-15 and it is one of those make-do interfaces that are just wrappers for CmdStan. It relies on passing data, model, chains etc via text files, and that has always been a weakness, producing occasional problems dependent on users’ OSs, security settings and so on. My view now is that anyone who wants to use Stan from …