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Bayesian analysis in Stata

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  • Yulia Marchenko

    (StataCorp LP)

Abstract

Stata 14 provides a suite of commands for performing Bayesian analysis. Bayesian analysis is a statistical paradigm that answers research questions about unknown parameters using probability statements. For example, what is the probability that a person accused of a crime is guilty? What is the probability that there is a positive effect of schooling on wage? What is the probability that the odds ratio is between 0.3 and 0.5? And many more. In my presentation, I will describe Stata's Bayesian suite of commands and demonstrate its use in various applications.

Suggested Citation

  • Yulia Marchenko, 2015. "Bayesian analysis in Stata," United Kingdom Stata Users' Group Meetings 2015 14, Stata Users Group.
    • Handle: RePEc:boc:usug15:14
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    File URL: http://repec.org/usug2015/marchenko_uksug15.pdf
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    References listed on IDEAS

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    1. Bradley P. Carlin & Alan E. Gelfand & Adrian F. M. Smith, 1992. "Hierarchical Bayesian Analysis of Changepoint Problems," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 389-405, June.
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