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Bayesian Analysis Reference Manual

Publisher:  Stata Press
Copyright:  2023
ISBN-13:  978-1-59718-372-7
Pages:  824
 
Suggested citation

StataCorp. 2023. Stata 18 Bayesian Analysis Reference Manual. College Station, TX: Stata Press.

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Bayesian Analysis Reference Manual for Stata
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Table of contents

Intro Introduction to Bayesian analysis
Bayesian commands Introduction to commands for Bayesian analysis
Bayesian estimation Bayesian estimation commands


bayes Bayesian regression models using the bayes prefix
bayesmh Bayesian models using Metropolis–Hastings algorithm
bayesmh evaluators User-defined evaluators with bayesmh


Bayesian postestimation Postestimation tools for bayesmh and the bayes prefix


bayesgraph Graphical summaries and convergence diagnostics


bayesstats Bayesian statistics after Bayesian estimation
bayesstats ess Effective sample sizes and related statistics
bayesstats grubin Gelman–Rubin convergence diagnostics
bayesstats ic Bayesian information criteria and Bayes factors
bayesstats ppvalues Bayesian predictive p-values and other predictive summaries
bayesstats summary Bayesian summary statistics


bayestest Bayesian hypothesis testing
bayestest interval Interval hypothesis testing
bayestest model Hypothesis testing using model posterior probabilities


bayespredict Bayesian predictions


set clevel Set default credible level


bayes: betareg Bayesian beta regression
bayes: binreg Bayesian generalized linear models: Extensions to the binomial family
bayes: biprobit Bayesian bivariate probit regression


bayes: clogit Bayesian conditional logistic regression
bayes: cloglog Bayesian complementary log–log regression


bayes: dsge Bayesian linear dynamic stochastic general equilibrium models
bayes: dsgenl Bayesian nonlinear dynamic stochastic general equilibrium models
bayes: dsge postestimation Postestimation tools for bayes: dsge and bayes: dsgenl


bayes: fracreg Bayesian fractional response regression


bayes: glm Bayesian generalized linear models
bayes: gnbreg Bayesian generalized negative binomial regression


bayes: heckman Bayesian Heckman selection model
bayes: heckoprobit Bayesian ordered probit model with sample selection
bayes: heckprobit Bayesian probit model with sample selection
bayes: hetoprobit Bayesian heteroskedastic ordered probit regression
bayes: hetprobit Bayesian heteroskedastic probit regression
bayes: hetregress Bayesian heteroskedastic linear regression


bayes: intreg Bayesian interval regression


bayes: logistic Bayesian logistic regression, reporting odds ratios
bayes: logit Bayesian logistic regression, reporting coefficients


bayes: mecloglog Bayesian multilevel complementary log–log regression
bayes: meglm Bayesian multilevel generalized linear model
bayes: meintreg Bayesian multilevel interval regression
bayes: melogit Bayesian multilevel logistic regression
bayes: menbreg Bayesian multilevel negative binomial regression
bayes: meologit Bayesian multilevel ordered logistic regression
bayes: meoprobit Bayesian multilevel ordered probit regression
bayes: mepoisson Bayesian multilevel Poisson regression
bayes: meprobit Bayesian multilevel probit regression
bayes: mestreg Bayesian multilevel parametric survival models
bayes: metobit Bayesian multilevel tobit regression
bayes: mixed Bayesian multilevel linear regression
bayes: mlogit Bayesian multinomial logistic regression
bayes: mprobit Bayesian multinomial probit regression
bayes: mvreg Bayesian multivariate regression


bayes: nbreg Bayesian negative binomial regression


bayes: ologit Bayesian ordered logistic regression
bayes: oprobit Bayesian ordered probit regression


bayes: poisson Bayesian Poisson regression
bayes: probit Bayesian probit regression


bayes: regress Bayesian linear regression


bayes: streg Bayesian parametric survival models


bayes: tnbreg Bayesian truncated negative binomial regression
bayes: tobit Bayesian tobit regression
bayes: tpoisson Bayesian truncated Poisson regression
bayes: truncreg Bayesian truncated regression


bayes: var Bayesian vector autoregressive models
bayes: var postestimation Postestimation tools for bayes: var
bayesvarstable Check the stability condition of Bayesian VAR estimates
bayesfcast Bayesian dynamic forecasts
bayesfcast compute Compute Bayesian dynamic forecasts
bayesfcast graph Graphs of Bayesian dynamic forecasts
bayesirf Bayesian IRFs, dynamic-multiplier functions, and FEVDs
bayesirf create Obtain Bayesian IRFs, dynamic-multiplier functions, and FEVDs
bayesirf graph Graphs of Bayesian IRFs, dynamic-multiplier functions, and FEVDs
bayesirf cgraph Combined graphs of Bayesian IRF results
bayesirf ograph Overlaid graphs of Bayesian IRF results
bayesirf table Tables of Bayesian IRFs, dynamic-multiplier functions, and FEVDs
bayesirf ctable Combined tables of Bayesian IRF results


bayes: xtlogit Bayesian random-effects logit model
bayes: xtmlogit Bayesian random-effects multinomial logit model
bayes: xtnbreg Bayesian random-effects negative binomial model
bayes: xtologit Bayesian random-effects ordered logistic model
bayes: xtoprobit Bayesian random-effects ordered probit model
bayes: xtpoisson Bayesian random-effects Poisson model
bayes: xtprobit Bayesian random-effects probit model
bayes: xtreg Bayesian random-effects linear model


bayes: zinb Bayesian zero-inflated negative binomial regression
bayes: ziologit Bayesian zero-inflated ordered logit regression
bayes: zioprobit Bayesian zero-inflated ordered probit regression
bayes: zip Bayesian zero-inflated Poisson regression


Glossary


Combined author index
Combined subject index