Abstract
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 language | English |
|---|---|
| Pages (from-to) | 530-549 |
| Number of pages | 20 |
| Journal | Stata Journal |
| Volume | 6 |
| Issue number | 4 |
| Publication status | Published - 1 Dec 2006 |
Keywords
- 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