MCMCLINEAR: Stata module for MCMC sampling of linear models

Sam Schulhofer-Wohl

Statistical Software Components from Boston College Department of Economics

Abstract: This package provides commands for Markov chain Monte Carlo (MCMC) sampling from the posterior distribution of linear models. Two models are provided in this version: a normal linear regression model (the Bayesian equivalent of regress), and a normal linear mixed model (the Bayesian equivalent of xtmixed).

Language: Stata
Requires: Stata version 12
Keywords: MCMC; Markov Chain Monte Carlo; linear models; posterior distribution; regression; mixed models (search for similar items in EconPapers)
Date: 2012-01-05
Note: This module should be installed from within Stata by typing "ssc install mcmclinear". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mcmcreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmcreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmcmixed.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmcmixed.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmclinear_reg.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mcmclinear_mixed.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmcmclinear.mlib Mata object library (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457392

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().