Adaptive Markov chain Monte Carlo sampling and estimation in Mata
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- Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LP, vol. 14(3), pages 623-661, September.
- Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
References listed on IDEAS
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More about this item
Keywords
Stata; Mata; Markov chain Monte Carlo; drawing from distributions; mixed logit Bayesian estimation; bayesmlogit; mcmccqreg;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2014-08-02 (Discrete Choice Models)
- NEP-ORE-2014-08-02 (Operations Research)
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