gistfile1.txt

// simulated data
// y = depression, t=timepoint (1 to 3), therapist=therapistcluster, id=patient 

// 3 level model: observations nested in people in therapists
mixed y t || therapist: t, nocons || id:, stddev

// same model (???) using stata bayesian model fit
bayesmh y i.id i.therapist i.therapist#c.t, likelihood(normal({var_residual})) noconstant ///
		prior({y:_cons}, normal(0,100)) ///
		prior({var_therapist}, igamma(.001, .001)) ///
		prior({var_u}, igamma(0.001,0.001)) ///
		prior({var_residual}, igamma(.001, .001)) ///
		prior({y:i.id}, normal({y:_cons}, {var_u})) ///
		prior({y:i.therapist}, normal(0, 100)) ///
		prior({y:t}, normal(0, 100)) ///
		prior({y:i.therapist#c.t}, normal({y:t}, {var_therapist})) ///
		/// extra block commands go here but omitted for clarity see below
		mcmcs(2000) burnin(1000)



/// i've split these out, but some exta block commands to tell it to split the updates which are used in the model above
block({var_residual}, gibbs) ///
block({var_u}, gibbs) ///
block({var_therapist}, gibbs) ///
block({y:_cons}, gibbs) ///
block({y:i.id}, gibbs) ///
block({y:t}, gibbs) ///
block({y:i.therapist#c.t}, gibbs) ///