Stan with Stata (Part 1): A plan of action
In the book ‘Bayesian Analysis with Stata’ I described how we can fit a Bayesian model using Stata to control WinBUGS and OpenBUGS and last year, in this blog, I showed how the same approach could be used to control another BUGS-like program called JAGS. So, currently, we have a choice of three programs for […]
Poisson regression with two random effects: WinBUGS, OpenBUGS and JAGS Options
In my last posting (available here) I described Stata programs that call WinBUGS, OpenBUGS or JAGS to fit a Poisson regression model with two random effects. WinBUGS, OpenBUGS and JAGS make automatic choices about the samplers that they use and in my previous comparison I accepted the defaults offered by those programs. This week I want to look […]
Poisson regression with two random effects: WinBUGS, OpenBUGS or JAGS
Over the last two weeks I have been looking at the analysis of the epilespy trial data taken from Thall and Vail (1990). So far I have concentrated on a Bayesian analysis of those data using Stata alone, but this model involves Poisson regression with two random effects, so it is quite complex and it takes a […]
JAGS with Stata III
Merry Christmas This will be my last posting before Christmas and in January I will be abroad for a few weeks so I will not be posting again until February. I have several topics in mind for the new year, including more on JAGS, a discussion of the use of Stan and more on using […]
JAGS with Stata II
This week I want to take a more detailed look at the use of JAGS with Stata and in particular I want to contrast JAGS with WinBUGS by analysing the biopsy data that I described last time. This posting really needs to be read in sequence with the previous two. Before I start on the comparison, let […]
Modelling heart biopsies
Last week I introduced the JAGS program as an alternative to WinBUGS and this week I started with the intention of comparing JAGS and WinBUGS using a sample dataset. I decided to base the comparison on the biopsy example taken from the WinBUGS help files. Predictably, by the time that I had explained the model and fitted it […]
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 […]
Running WinBUGS from Stata on a Mac
My only experience of running WinBUGS from within Stata is under Windows and Linux, but Tom Palmer, who was one of the authors of the original Stata Journal article on this topic http://www.stata-journal.com/sjpdf.html?articlenum=st0115, recently sent me instructions on how it can be done on a Mac. If you think that those instructions might be helpful […]
Keeping good records
No properly managed statistical analysis would use results that were calculated interactively because of the difficulty of reproducing them when you do not have a written record of exactly what was done. For this reason, Stata users usually store their commands in do files. When running WinBUGS from within Stata we need to create four […]
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