Speaking Stata: I. J. Good and quasi-Bayes smoothing of categorical frequencies

I. J. Good (1916 – 2009) was a prolific scientist who contributed to many fields, mostly from a Bayesian standpoint. This column explains his idea of quasi- Bayes (a.k.a. pseudo-Bayes) estimation or smoothing of categorical frequencies in a contingency table, which is especially useful as a way of dealing with awkward sampling or random zeros. It shows how the method can be implemented, almost calculator-style, using a combination of Stata and Mata. Convenience commands qsbayesi and qsbayes are also introduced.