Try out the different examples in the stan-example.do file, or under help stan.ado and.sthlp files and save them in your Stata personal ado folder (click here if you don't know where this is) In particular, if you are using 32-bit Windows, you will need to add a file called 'local' to the 'make' folder before you run the make command, which should simply contain the text: BIT=32 Make sure you read the installation instructions and platform-specific appendix before installing. We intend to create more Stata commands, allowing CODA-style diagnostics and plotting after a model has been fitted and chains stored. You can also ask for the posterior mode, which is found by optimization with the BFGS (or L-BFGS) algorithm. Stan will fit a Stan model by Hamiltonian Monte Carlo.
We invite all Stata users to test it out and give us feedback, either here on Github, or by email to Robert Grant at of September 2015, there are some basic issues to fix and then the commands will be submitted to the Stata repository SSC. StataStan comprises a command stan, a command windowsmonitor (which is required for stan if you are using Windows), and a developing set of template functions under stan_examples that write your data to specific models, so that Stata users can become familiar with Stan without having to write the model code immediately. StataStan is the Stata interface to Stan.
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