Daily Archives: December 2, 2009

Multilevel (hierarchical) modeling: what it can and cannot do in Python

I re-read a short paper of Andrew Gelman’s yesterday about multilevel modeling, and thought “That would make a nice example for PyMC”.  The paper is “Multilevel (hierarchical) modeling: what it can and cannot do, and R code for it is on his website.

To make things even easier for a casual blogger like myself, the example from the paper is extended in the “ARM book”, and Whit Armstrong has already implemented several variants from this book in PyMC. Continue reading


Filed under MCMC, statistics