Performing Bayesian analysis in Stata using WinBUGS
WinBUGS is a program for Bayesian model fitting by Gibbs sampling. WinBUGS has limited facilities for data handling, whereas Stata has excellent data handling but no routines for Bayesian analysis; therefore, much can be gained by running Stata and WinBUGS together. This talk explains the use of the winbugsfromstata package, described in Thompson et al. (2006), a set of programs that enable data to be processed in Stata and then passed to WinBUGS for model fitting. Finally, the results can be read back into Stata for further processing. Examples will be chosen to illustrate the range of models that can be fitted within WinBUGS and where possible the results will be compared with frequentist analyses in Stata. Issues to consider when fitting models under Markov Chain Monte Carlo methods will be discussed including assessment of convergence, length of burn-in and the form and impact of prior distributions. J. Thompson, T. Palmer, and S. Moreno, 2006, Bayesian analysis in Stata with WinBUGS, The Stata Journal, 6(4), p530–549.
|Date of creation:||14 Sep 2007|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.stata.com/meeting/13uk|
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:boc:usug07:08. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.