Bayesian analysis in Stata with WinBUGS

被引：31

作者：

Thompson, John ^{[1
]}

Palmer, Tom ^{[1
]}

Moreno, Santiago ^{[1
]}

机构：

[1] Univ Leicester, Dept Hlth Sci, Leicester, Leics, England

来源：

STATA JOURNAL | 2006年 / 6卷 / 04期

关键词：

st0115; wbarray; wbdata; wbscalar; wbstructure; wbvector; wbrun; wbscript; wbcoda; wbac; wbbgr; wbgeweke; wbintervals; wbsection; wbtrace; wbstats; wbdensity; wbdic; wbbull; wbdecode; Bayesian methods; MCMC; Gibbs sampling; WinBUGS;

D O I：

10.1177/1536867X0600600406

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

WinBUGS is a program for Bayesian model fitting by Gibbs sampling. WinBUGS has limited facilities for data handling, whereas Stata has no routines for Bayesian analysis; therefore. much can be gained by running Stata and WinBUGS together. We present a set of ado-files that enable data to be processed in Stata and then passed to WinBUGS for model fitting; finally, the results are read back into Stata for further processing.

引用

页码：530 / 549

页数：20