Hello, I do not think I have seen this solved but new to Stan and needed a confirmation: For a normal hierarchical case say Y ~ N(theta, sigma^2) with theta unknown and sigma^2 unknown. We know that the sample mean or Y-bar ~ N(theta, sigma^2 /n) where n is the sample size and (n-1)*S^2 / sigm…

I’ve re-explored this and can confirm that you can use sufficient statistics for the target += command. Below script 1 uses the normal likelihood and script 2 uses the normal sufficient statistics. Hope this can clear any doubts and help others better understand the target += command. By running bo…

Sufficient Statistics for Normal Case

Modeling

mike-lawrence June 24, 2021, 1:09pm 2

See this post. And maybe this one too.

1 Like

Topic		Replies	Views
Issues with hierarchical linear regression stan model Modeling rstan , fitting-issues	2	467	January 26, 2021
Help with implementation of Normal Normal-Inverse Gamma model Modeling specification , cmdstanr	1	485	February 16, 2023
Inferring very small parameters when implementing non-centered hierarchical model Modeling fitting-issues	1	40	February 4, 2025
How to build a simple hierarchical model with different samples in Stan/rstan? Modeling rstan , hierarchical-model	1	538	November 23, 2022
Poisson Likelihood with normal priors Modeling poisson	7	1117	December 13, 2020

Sufficient Statistics for Normal Case

Related topics