# BUGS code for a Normal-Normal hierarchical model
# Example from Gelman's book, sec. 5.6, p. 148
# Data: Table 5.4, betablockers.data at the web course page
#
model   { 
for (i in 1:N) {

                      z[i] <-  log(y[i,3]/(y[i,4]-y[i,3]))-log(y[i,1]/(y[i,2]-y[i,1]))
                      sigma[i] <- 1/y[i,3]+1/(y[i,4]-y[i,3])+1/y[i,1]+1/(y[i,2]-y[i,1])
                      prec[i] <- 1/sigma[i]

                       z[i] ~ dnorm(theta[i],prec[i])
                       
                       theta[i] ~ dnorm(mu,tau)
  }
                       mu ~ dnorm(0,0.0001)
                       tau ~ dgamma(0.01,0.01)
                       sig.O <- 1/sqrt(tau)
  }

Data
list(
y=structure(.Data=c(3, 39, 3, 38, 14, 116, 7, 114, 11, 93, 5, 69, 127, 
1520, 102, 1533, 27, 365, 28, 355, 6, 52, 4, 59, 152, 939, 98, 
945, 48, 471, 60, 632, 37, 282, 25, 278, 188, 1921, 138, 1916, 
52, 583, 64, 873, 47, 266, 45, 263, 16, 293, 9, 291, 45, 883, 
57, 858, 31, 147, 25, 154, 38, 213, 33, 207, 12, 122, 28, 251, 
6, 154, 8, 151, 3, 134, 6, 174, 40, 218, 32, 209, 43, 364, 27, 
391, 39, 674, 22, 680), .Dim = c(22, 4)), N=22)

Inits
list(tau=1)