Bayesian analysis in Stata with WinBUGS
John Thompson
Department of Health Sciences
University of Leicester
Leicester, UK
[email protected]
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Tom Palmer
Department of Health Sciences
University of Leicester
Leicester, UK
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Santiago Moreno
Department of Health Sciences
University of Leicester
Leicester, UK
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Abstract. 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.
View all articles by these authors:
John Thompson, Tom Palmer, Santiago Moreno
View all articles with these keywords:
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
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