Bayesian analysis with Stata /

Bayesian analysis with Stata is written for anyone interested in applying Bayesian methods to real data easly. The book shows how modern analyses based on Markov chain Monte Carlo (MCMC) methods are implemented in Stata both directly and by passing Stata datasets to OpenBUGS or WinBUGS for computati...

• Main Author: Thompson, John
• Format: Book
• Language: English
• Published: College Station, Texas : Stata Press, 2014
• Subjects: ANALISIS BAYESIANO; STATA; ANALISIS ESTADISTICO; ESTUDIOS DE CASOS; PROGRAMAS DE COMPUTADORA

Table of Contents:

• Preface
• 1. The problem of priors
• 2. Evaluating the posterior
• 3. Metropolis-Hastings
• 4. Gibbs sampling
• 5. Assessing convergence
• 6. Validating the Stata code and summarizing the results
• 7. Bayesian analysis with Mata
• 8. Using WinBUGS for model fitting
• 9. Model checking
• 10. Model selection
• 11. Further case studies
• 12. Writing Stata programs for specific Bayesian analysis
• A. Standard distributions.