Hierarchical Bayes for R or Python

Question

Hierarchical Bayes models are commonly used in Marketing, Political Science, and Econometrics. Yet, the only package I know of is bayesm, which is really a companion to a book (Bayesian Statistics and Marketing, by Rossi, et al.) Am I missing something? Is there a software package for R or Python doing the job out there, and/or a worked-out example in the associated language?

Answer 1

in python, try PyMC. There is an example of multilevel modeling with it here: http://groups.google.com/group/pymc/browse_thread/thread/c6ce37a80edf7f85/1bfd9138c8db891d

Answer 2

Here are four books on hierarchical modeling and bayesian analysis written with R code throughout the books.

Hierarchical Modeling and Analysis for Spatial Data (Monographs on Statistics and Applied Probability) (Hardcover) http://www.amazon.com/gp/product/158488410X

Data Analysis Using Regression and Multilevel/Hierarchical Models (Paperback) http://www.amazon.com/Analysis-Regression-Multilevel-Hierarchical-Models/dp/052168689X/ref=pd_sim_b_1

Bayesian Computation with R (Use R) (Paperback) http://www.amazon.com/Bayesian-Computation-R-Use/dp/0387922970/ref=pd_bxgy_b_img_c

Hierarchical Modelling for the Environmental Sciences: Statistical Methods and Applications (Oxford Biology) (Paperback) (I'm assuming this one has R code as both authors use R extensively)

I know some python books dabble in multivariate analysis (Collective Intelligence, for example) but I haven't seen any that really delve into bayesian or hierarchical modeling.