MCMCLINEAR: Stata module for MCMC sampling of linear models
This package provides commands for Markov chain Monte Carlo (MCMC) sampling from the posterior distribution of linear models. Two models are provided in this version: a normal linear regression model (the Bayesian equivalent of regress), and a normal linear mixed model (the Bayesian equivalent of xtmixed).
|Requires:||Stata version 12|
|Date of creation:||05 Jan 2012|
|Date of revision:|
|Note:||This module should be installed from within Stata by typing "ssc install mcmclinear". Windows users should not attempt to download these files with a web browser.|
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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