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I am trying to learn how to build hierarchical bayesian model, I can find some papers online on the topic but I am looking for some textbook or some treatment that is more student friendly than published papers.

Is there any good guide to hierarchical bayesian models out there? Something that has step by step explanation with some worked out examples with applications to economics would help me a lot.

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Here are some good guides on this topic:

  1. Bayesian Inference 2019 from Ville Hyvönen & Topias Tolonen. - this is good guide to Bayesian inference in general. They have separate chapter on hierarchical Bayes and all their explanations include worked out step by step examples in R.

  2. Bayesian Data Analysis by Gelman, Carlin, Stern, Dunson, Vehtari, and Rubin - is a textbook that is very accessible (at least relatively) and well regarded.

  3. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan by John Kruschke - this is really the most introductory text on Bayesian analysis I know. It has lot of worked out examples in R, I would even say it’s written on bachelor level, but it’s very good text

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Edit: I actually just discovered that the 2nd source Bayesian Data Analysis was made available for free by the authors in PDF form that you can access here.

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    $\begingroup$ thanks for the help, we are actually using R in class so this is very helpful $\endgroup$
    – csilvia
    Commented May 21, 2020 at 12:50
  • $\begingroup$ @csilvia I am glad that it helped you, if you think this answer answered your question consider accepting it $\endgroup$
    – 1muflon1 ♦
    Commented May 21, 2020 at 12:52

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