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
收藏
页码：530 / 549
页数：20
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