BAYESHMC: Stata module to fit Bayesian regression models in Stata using the No-U-Turn Sampler (NUTS) via CmdStan

Ben Dwamena
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Ben Dwamena: Division of Nuclear Medicine and Molecular Imaging, University of Michigan Health System, Ann Arbor

Statistical Software Components from Boston College Department of Economics

Abstract: bayeshmc fits Bayesian regression models in Stata using the No-U-Turn Sampler (NUTS) via CmdStan. It supports 45 model families — single-level (regress, logit, probit, Poisson, negative binomial, ordinal, multinomial, GLM, heteroscedastic, zero-inflated, beta, survival, Heckman selection), panel data (all seven xt* commands), and multilevel (mixed, melogit, meprobit, mepoisson, menbreg, meologit, meoprobit, meglm, mecloglog, mehetregress, mehetoprobit, mestreg, metobit) — with syntax that mirrors Stata's native estimation commands.

Requires: Stata version 16, CmdStan 2.33, C++ compiler
Keywords: Bayesian; regression (search for similar items in EconPapers)
Date: 2026-02-22, Revised 2026-03-07
Note: This module should be installed from within Stata by typing "ssc install bayeshmc". 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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http://fmwww.bc.edu/repec/bocode/b/bayeshmc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bayeshmc.sthlp help file (text/plain)

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