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Bayesian analysis in Stata with WinBUGS

Author

Listed:
  • John Thompson

    (Department of Health Sciences, University of Leicester)

  • Tom Palmer

    (Department of Health Sciences, University of Leicester)

  • Santiago Moreno

    (Department of Health Sciences, University of Leicester)

Abstract

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.

Suggested Citation

  • John Thompson & Tom Palmer & Santiago Moreno, 2006. "Bayesian analysis in Stata with WinBUGS," Stata Journal, StataCorp LP, vol. 6(4), pages 530-549, December.
    • Handle: RePEc:tsj:stataj:v:6:y:2006:i:4:p:530-549
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