MCMCSTATS: Stata module to compute convergence and summary statistics for MCMC estimation

Sam Schulhofer-Wohl

Statistical Software Components from Boston College Department of Economics

Abstract: This package provides two commands for analyzing results from Markov Chain Monte Carlo (MCMC) estimation. mcmcconverge calculates convergence statistics for scalar estimands. mcmcsummarize calculates summary statistics of the marginal distribution of scalar estimands.

Language: Stata
Requires: Stata version 12
Keywords: MCMC; Markov Chain Monte Carlo; convergence; summary statistics (search for similar items in EconPapers)
Date: 2012-01-04, Revised 2012-08-23
Note: This module should be installed from within Stata by typing "ssc install mcmcstats". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mcmcconverge.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmcconverge.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmcsummarize.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmcsummarize.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457388

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