Feature Request [enhancement]: Support for Multiple Response Variables using Syntax in TuringGLM.jl

[kiante-fernandez]

I would like to inquire if any ongoing work exists for a feature in TuringGLM.jl that supports a syntax for specifying multiple response variables within a single model. Based on my understanding, the current formula syntax in TuringGLM.jl only allows modeling of a single response variable. However, having the capability to model multiple response variables would significantly enhance the usability and convenience of TuringGLM.jl.

Requested Feature

Compact Syntax for Multiple Response Variables: Implement a compact syntax in TuringGLM.jl that enables users to specify multiple response variables within a single model specification. This would allow users to model the relationships between multiple dependent variables and independent variables.

Proposed Formula Syntax

Compact Syntax for Multiple Response Variables could look something similar to that of brms:

formula = @formula(y ~ condition + (condition | id),
                   w ~ condition + (condition | id),
                   v ~ condition + (condition | id))

In this proposed syntax, each response variable (y, w, v) is specified on a separate line, followed by the fixed effects (condition) and the random effects ((condition | id)).

If someone could provide guidance on where to start with these modifications, I would be happy to contribute to the implementation.

[storopoli]

No ongoing work going but PRs are welcomed.