5 responses to “Stata and Advanced Statistical Methods”

  1. Marie-Eve

    Dear John, thank you very much for addressing these topics here. I’m wondering if there is any plan to address Dynamic Linear Models (DLM) here. I’d really appreciate this.

  2. Frank

    Dear Professor, I think the DPpackage written by Jara is very good although running MCMC using R is not the most efficient way. Stata has a very large user group (most users doing social sciences only use Stata), so coding Bayesian nonparametric things in Stata would be very exciting!! But I am afraid that running such an intensive MCMC algorithm using Stata would be much slower…

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