Using R with Stata: Part IV
This is the last in a series of posting about using conducting advanced statistical analyses in Stata by sending a job to R and then reading the results back into Stata. I have spent a while on this topic and although I believe it to be very important, next time I want to return to […]
Using R with Stata: Part III
This is another in a series of posting about using conducting advanced statistical analyses in Stata by sending a job to R and then reading the results back into Stata. Our task for testing this process is to use the R package DPpackage to fit a Bayesian Dirichlet process mixture (DPM) model for smoothing a […]
Using R with Stata: Part I
In the posting before last I mentioned that there are many R packages that perform advanced statistical analyses for which there is no equivalent Stata command. In particular, I referred to the R package, DPpackage, that fits a range of Bayesian models with Dirichlet process priors. Then in my last posting I introduced a problem […]
Stata and Advanced Statistical Methods
My recent postings have been on Bayesian non-parametric analysis with Dirichlet processes and they have raised a couple of questions in my mind that I should now like to discuss. Is Stata a suitable vehicle for advanced statistical analysis? and if so, Who should do the programming? Dirichlet processes (DPs) provide very flexible Bayesian priors with […]
Non-parametric Bayesian Analysis
On the internet there is a host of sites that describe the mathematics of Dirichlet processes, but very few of them try to explain the ideas behind the algebra. Dirichlet process methods are very important for modern Bayesian analysis and raise a number of interesting programming issues when they are to be implemented in Stata, […]
Solutions to the Exercises: Chapter 2
This is the second of my occasional postings working through the exercises given at the end of the chapters in ‘Bayesian analysis with Stata’. Chapter 2 was perhaps the most difficult chapter to write because I wanted to cover the creation of Stata programs for the calculation of the log posterior before I had introduced […]
Network Meta-analysis with WinBUGS and Stata
In my previous posting (https://staffblogs.le.ac.uk/bayeswithstata/2014/07/18/network-meta-analysis-in-stata/) I introduced an example of Network Meta-analysis taken from a NICE report that estimated the incidence of diabetes amongst people being treated for high blood pressure by one of six classes of drug. In that posting I analysed the data using Stata’s glm command and now I should like to […]
Network Meta-analysis in Stata
Regrettably clinical trials are often conducted that are too small to provide definitive evidence of the benefit of one treatment over another. In order to compensate for this, there has been a lot of work over the last twenty years on meta-analysing, or combining, the results from different trials. There is an example of a […]
Setting a Wishart prior
When I started this blog I decided to try and post once a week for the first few months and so I has to plan ahead. I found that there were many topics that I wanted to cover that involved multivariate normal models for which the conjugate prior on the precision matrix is a Wishart distribution. Now I have […]
Correlation between Viral Loads: Part 2
In my previous posting, I discussed a coursework that I set my students on the use of Stata’s –ml– command and I suggested that a Bayesian analysis of the same problem using Stata would raises a few interesting issues. Now I would like to start to address those points. To recap briefly, the idea of […]
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