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
