GIBBS: RATS program to demonstrate Gibbs sampling with a linear regression

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Demonstrates Gibbs sampling for a linear regression model with a Normal-gamma prior. Uses DENSITY instruction to generate estimated density function for parameters.

Language: RATS
Requires: RATS 11.00
Keywords: Gibbs; sampling (search for similar items in EconPapers)
Date: 2026-01-02
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