Bayesian analysis in Stata with WinBUGS

WinBUGS is a program for Bayesian model fitting by Gibbs sampling. WinBUGS has limited facilities for data handling, whereas Stata has no routines for Bayesian analysis; therefore, much can be gained by running Stata and WinBUGS together. We present a set of ado-files that enable data to be processed in Stata and then passed to WinBUGS for model fitting; finally, the results are read back into Stata for further processing.

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Year of publication:	2006
Authors:	Thompson, John ; Palmer, Tom ; Moreno, Santiago
Published in:	Stata Journal. - StataCorp LP. - Vol. 6.2006, 4, p. 530-549
Publisher:	StataCorp LP
Subject:	wbarray \| wbdata \| wbscalar \| wbstructure \| wbvector \| wbrun \| wbscript \| wbcoda \| wbac \| wbbgr \| wbgeweke \| wbintervals \| wbsection \| wbtrace \| wbstats \| wbdensity \| wbdic \| wbbull \| wbdecode \| Bayesian methods \| MCMC \| Gibbs sampling \| WinBUGS

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005748344