Stan_mvmer for seemingly unrelated regressions?

[jonah]

Here’s a related thread about what’s not currently implemented in stan_mvmer:

Stan_mvmer with shared parameters for sub-models?

No, unfortunately not. At the moment stan_mvmer only allows for group-level parameters that are correlated across submodels, but not that are common or shared across submodels. In any case, only the group-level parameters are correlated in stan_mvmer, and not the population-level parameters or residual errors. Hence, I chose to call it stan_mvmer, and not stan_mvglm. I think there is probably a demand for some type of stan_mvglm function that works with correlated errors or multivariate outcome…

Like @tjmahr said, brms has a bunch of stuff you can do with multivariate outcomes. It doesn’t do everything that @sambrilleman did with stan_jm and stan_mvmer in rstanarm, but it also does some things that can’t be done with those rstanarm functions.