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Bayesian Model Averaging Reference Manual

Publisher:  Stata Press
Copyright:  2023
ISBN-13:  978-1-59718-373-4
Pages:  235
 
Suggested citation

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

Supplemental materials
Bayesian Model Averaging Reference Manual for Stata
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Table of contents

Intro Introduction to Bayesian model averaging
BMA commands Introduction to commands for Bayesian model averaging


bmaregress Bayesian model averaging for linear regression
bmacoefsample Posterior samples of regression coefficients


BMA postestimation Postestimation tools for Bayesian model averaging


bmagraph Graphical summary for models and predictors after BMA regression
bmagraph coefdensity Regression coefficient density plots after BMA regression
bmagraph msize Model-size distribution plots after BMA regression
bmagraph pmp Model-probability plots after BMA regression
bmagraph varmap Variable-inclusion map after BMA regression


bmapredict Predictions after BMA regression


bmastats Summary for models and predictors after BMA regression
bmastats jointness Jointness measures for predictors after BMA regression
bmastats lps Log predictive-score after BMA regression
bmastats models Model and variable-inclusion summaries after BMA regression
bmastats msize Model-size summary after BMA regression
bmastats pip Posterior inclusion probabilities for predictors after BMA regression


Glossary


Combined author index
Combined subject index