Wednesday, March 08, 2006

Re: st: Are you a Bayesians?

People interested in this tread might also be interested in of the presentations at the 4th German Stata' Users Group meeting, on March 31 in Mannheim:

Stata goes BUGS (via R) Susumu Shikano, University of Mannheim (

Recently, Bayesian methods such as Markov chain Monte Carlo (MCMC) techniques find an increasing use in the social sciences, with (Win)BUGS being one of the most widely applied software for this kind of analysis. Unfortunately, due to the absence of MCMC techniques and any interfaces to WinBUGS or BUGS in Stata, Stata users who apply MCMC techniques have to perform such painful tasks as reformatting data by themselves. As a preliminary solution to this problem, one can call another statistical software R from inside Stata and use it as an interface to (Win)BUGS. This presentation outlines this solution providing an exemplar analysis.

As Stata developers are also present at the meeting, participants can listen to their reactions as well.

End of advertising section.


Paul Millar wrote: > In the past I have used R or Winbugs for Bayesian problems. I agree > Stata could be better equipped for this approach. In fact, I don't > think Bayesian approaches will, despite their power compared to > frequentist techniques, get into the mainstream until people develop > routines for packages like Stata that make it easy for the researcher > to take advantage of. > > - Paul Millar > > At 10:16 AM 05/03/2006, you wrote: > >If you are a Bayesian using stata, please respond with raised voice. > > > >Most of my work is frequentist in nature, but I apply Bayesian > >techniques for some of my more onerous problems. As was mentioned in > >the fall, "Stata is not much of a vehicle for doing Bayesian > >things." Should this change? > > > >The paucity of interest in Bayesian techniques, or its appearance, > >may represent an area of development for stata. Bayesians, if you > >are out there, I personally would like to how you manage. Maybe > >stata and its users will develop greater tools if we can show that > >there is a market.

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