MCMCSTATS: Stata module to compute convergence and summary statistics for MCMC estimation
AbstractThis package provides two commands for analyzing results from Markov Chain Monte Carlo (MCMC) estimation. mcmcconverge calculates convergence statistics for scalar estimands. mcmcsummarize calculates summary statistics of the marginal distribution of scalar estimands.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457388.
Programming language: Stata
Requires: Stata version 12
Date of creation: 04 Jan 2012
Date of revision: 23 Aug 2012
Note: This module should be installed from within Stata by typing "ssc install mcmcstats". Windows users should not attempt to download these files with a web browser.
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Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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