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RE: st: Bayesian analysis

From   "Nick Cox" <>
To   <>
Subject   RE: st: Bayesian analysis
Date   Thu, 10 Nov 2005 19:32:46 -0000

This is a new one on me. Applying the BIC 
retrospectively makes an analysis Bayesian? 

My prior probability is 0.999 that the 
answer to Brian's question is No. 

Stata is not much of a vehicle for doing Bayesian
things; nor do Bayesians much use Stata for being Bayesian. 
(John Carlin is a case in point.) 

By the way, in 2002 I implemented -cij- for 
using the so-called Jeffreys prior for binomial 
confidence intervals (itself a mishmash of Bayesian
and frequentist thinking). When StataCorp 
took the same idea aboard in -ci-, all the Bayesian terminology
was thrown away, and my hidden option for supplying 
your own prior also disappeared. 


Paul Millar
> I have written a several routines that make use of the BIC statistic 
> for significance of individual variables within a model:
> scc describe bicdrop1
> ssc describe bic
> ssc describe listmiss
> >Has anyone written an analysis in Stata for doing Bayesian analysis 
> >to see if model A fits the data better than model B in the case 
> >where model B is not a subset of the variables in model A but rather 
> >a different model such as a power law versus a log-normal?

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