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Re: st: Stata and Bayesian capabilities?


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata and Bayesian capabilities?
Date   Sat, 19 Jun 2010 06:11:43 -0400

Sheena,
  Check forthcoming publications at Stata Press. Actually,
Cameron and Trivedi (2009) Microeconmics using Stata
touch on MCMC estimation in Chapter 4 on simulation of
their book, but only give one example of MCMC
estimation of a problem.  David Spiegelhalter warns that
MCMC can be problematic, particularly with edge effects
or that area on the edge of the parameter space.  
    Some MCMC estimation problems demand a lot
of memory--more than a 32 bit machine can offer and they can
take quite a while to process.  Moreover, some Metropolis Hastings
algorithms may not converge. 
     Regards,
        Robert
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Sheena Sullivan <sheena.sullivan@gmail.com>
Date: Friday, June 18, 2010 5:22 pm
Subject: Re: st: Stata and Bayesian capabilities?
To: statalist@hsphsun2.harvard.edu


> Three years ago there was some discussion on this list about Stata
> introducing Bayesian capabilities.  At that time, it seemed unlikely.  
> With
> the release of version 11 have things changed at all?
> Cheers, 
> Sheena 
> 
> 
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