Bayesian Analysis in Stata with WinBUGS
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TL;DR
A set of ado-files are presented 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.
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 Win-BUGS 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.