Bayesian analysis in Stata with WinBUGS

John Thompson (), Tom Palmer and Santiago Moreno
Additional contact information
John Thompson: Department of Health Sciences, University of Leicester
Tom Palmer: Department of Health Sciences, University of Leicester
Santiago Moreno: Department of Health Sciences, University of Leicester

Stata Journal, 2006, vol. 6, issue 4, pages 530-549

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.

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 (search for similar items in EconPapers)
Date: 2006

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