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If you were to look back at my previous postings on this blog, you would find that I am often motivated by topics that arise from teaching on our Masters course in Medical Statistics. Well, a new cohort of students started recently and in the first couple of weeks we give them an overview of basic statistics to make sure […]
In the previous posting in this series on RJMCMC, I created a Stata program for the following problem. We have two binomial samples y1=8, n1=20 and y2=16, n2=30, but we are not sure whether to model them as, M1: binomials with different probabilities π1 and π2 M2: binomials with a common probability ξ. For my […]
Last time I outlined the derivation of a Metropolis-Hastings algorithm for RJMCMC and this time I want to implement it in Stata for a very simple problem. I have taken the problem from the paper in The American Statistician by Barker and Link that I referenced at the end of my last posting. We have two binomial […]
I want to introduce RJMCMC and demonstrate how it can be programmed in Stata. To understand this algorithm, you really do need to know a little about the basis of Metropolis-Hastings, so this week I will run through the ideas behind the equations. A bit of algebra I am afraid, but once it is out […]