bayesian-estimation

A skill for using Bayesian estimation in quantitative social science. Bayesian estimation combines existing beliefs with observed data to produce probability-based conclusions, often using computer sampling methods such as MCMC.

In plain words
What is it for?
Use it for priors, Bayesian structural or hierarchical models, MCMC diagnostics, posterior summaries, credible intervals, predictive checks, and model comparisons.
Why use it?
It helps set reasonable prior assumptions, fit models, check whether sampling worked, and report uncertainty, especially with small samples or multilevel data.

Skill for Claude CodeCodex

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add skills/james-traina/compound-science/bayesian-estimation
Any agent
npx skills add James-Traina/compound-science --skill bayesian-estimation
Clone the repo
git clone --depth 1 https://github.com/James-Traina/compound-science

Made for: Claude Code, Codex.

Per session 224 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 3,105 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00224 $0.03105
Opus 5 $0.00112 $0.01553
Sonnet 5 $0.00045 $0.00621
Haiku 4.5 $0.00022 $0.00311

Measured 2d ago against content hash 65bf5bc17fe6, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

bayesian-estimation scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 2d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/bayesian-estimation/SKILL.md · 222 lines

How it starts

The opening of the file, as written. The whole thing — 222 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Bayesian Estimation

Reference for Bayesian estimation in quantitative social science: from prior elicitation to MCMC implementation to posterior reporting. Covers the full workflow of specifying a Bayesian model, running inference, diagnosing convergence, and communicating results — with applications to structural models, hierarchical designs, and small-sample settings.

When to Use This Skill

Use when the user is:

  • Specifying priors and setting up a Bayesian model in Stan, PyMC, NumPyro, brms, or rstanarm
  • Running MCMC and diagnosing R-hat, ESS, divergences, or trace plots
  • Implementing hierarchical (multilevel) models with partial pooling
  • Adding Bayesian inference to a structural model (BLP, dynamic discrete choice, DSGE)
  • Reporting credible intervals, posterior predictive checks, or model comparison statistics
  • Eliciting priors from calibration targets or literature benchmarks
  • Debugging sampling pathologies: divergences, low acceptance rates, poor mixing

Skip when:

  • The model is large-N and well-identified (frequentist MLE/GMM is more efficient and faster)
  • The task is pure structural estimation without Bayesian components (use structural-modeling skill)
  • The user needs classical causal inference (use causal-inference skill)

When to Use Bayesian Estimation

Advantages

Small samples: Priors act as regularization. With N < 100 observations and several parameters, MLE can overfit or fail to converge. A weakly informative prior is often equivalent to several additional observations of prior knowledge.

Hierarchical structure: When data have natural groupings (markets, countries, firms), Bayesian partial pooling is more efficient than either pooling all groups (ignores variation) or fitting each group separately (ignores shared structure). Random effects Bayesian models borrow strength across groups.

Uncertainty propagation: The posterior is a full distribution. Downstream quantities (elasticities, welfare changes, counterfactuals) inherit full uncertainty without a delta method approximation.

Read the full file on GitHub · 222 lines

Files

What ships with it

3 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 2d ago First seen · 222 lines · 224 tokens per session scan A 65bf5bc17fe6

Subscribe to this mod's changes

bayesian-estimation is a skill published in the GitHub repository James-Traina/compound-science (13 stars, last pushed 5mo ago), licensed MIT. It adds 224 tokens to every session and 3,105 once invoked, about $0.0011 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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