Bayesian analysis in Stata with WinBUGS

John Thompson*, Tom Palmer, Santiago Moreno

*Corresponding author for this work

Research output: Contribution to journalArticle (Academic Journal)peer-review

31 Citations (Scopus)


WinBUGS is a program for Baycsian model fitting by Gibbs sampling. WinBUGS has limited facilities for data handling, whereas Stata has no routines for Baycsian 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.

Original languageEnglish
Pages (from-to)530-549
Number of pages20
JournalStata Journal
Issue number4
Publication statusPublished - 1 Dec 2006


  • Bayesian methods
  • Gibbs sampling
  • MCMC
  • St0115
  • Wbac
  • Wbarray
  • Wbbgr
  • Wbbull
  • Wbcoda
  • Wbdata
  • Wbdecode
  • Wbdensity
  • Wbdic
  • Wbgeweke
  • Wbintervals
  • Wbrun
  • Wbscalar
  • Wbscript
  • Wbsection
  • Wbstats
  • Wbstructure
  • Wbtrace
  • Wbvector
  • WinBUGS

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