Getting started with Bayesian in R

There really is no excuse any more: getting started with Bayesian regression analysis in R is really simple.

Step 1: install rstanarm from CRAN

Step 2: replace lm() with stan_glm() in your code

Sure, you’ll probably want to learn about priors, and invest a little in understanding diagnostics such as those provided by ShinyStan. But rstanarm is really designed to work well out of the box (i.e. with your existing code).

What I really appreciate is that it has useful warnings and error messages, and extensive documentation. Sometimes the documentation shows that quantitative analysis has something to do with mathematics, but even those who skip the Greek letters and formulae will get enough guidance. You’ll get nudges to use your own priors rather than rely on the default priors, but in my experience for most simple applications the default priors work reasonably well. You’ll also get suggestions right on your screen what you can do when there are say divergent transitions.

Once you can handle rstanarm, you’ll find it easy to upgrade to brms, where you can still use your trusted syntax for regression models in base R.