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Bayesian estimation in Stata is similar to standard estimation—simply prefix the estimation command with bayes: (see [BAYES] bayes). You can also refer to [BAYES] bayesmh and [BAYES] bayesmh evaluators for fitting more general Bayesian models.

The following estimation commands support the bayes prefix:

Linear regression models

regress qreg StataNow hetregress Linear regression bayes: regress Example 1, Example 2, Example 3 Quantile regression bayes: qreg Heteroskedastic linear regression bayes: hetregress Tobit regression bayes: tobit Interval regression bayes: intreg Truncated regression bayes: truncreg Multivariate regression bayes: mvreg

Binary-response regression models

logistic logit probit Logistic regression, reporting odds ratios bayes: logistic Logistic regression, reporting coefficients bayes: logit Example Probit regression bayes: probit Complementary log-log regression bayes: cloglog Heteroskedastic probit regression bayes: hetprobit GLM for the binomial family bayes: binreg Bivariate probit regression bayes: biprobit

Ordinal-response regression models

ologit oprobit Ordered logistic regression bayes: ologit Ordered probit regression bayes: oprobit Heteroskedastic ordered probit regression bayes: hetoprobit Zero-inflated ordered logistic regression bayes: ziologit Zero-inflated ordered probit regression bayes: zioprobit

Categorical-response regression models

mlogit mprobit clogit Multinomial (polytomous) logistic regression bayes: mlogit Example Multinomial probit regression bayes: mprobit Conditional logistic regression bayes: clogit

Count-response regression models

poisson nbreg gnbreg Poisson regression bayes: poisson Negative binomial regression bayes: nbreg Generalized negative binomial regression bayes: gnbreg Truncated Poisson regression bayes: tpoisson Example Truncated negative binomial regression bayes: tnbreg Zero-inflated Poisson regression bayes: zip Zero-inflated negative binomial regression bayes: zinb Example

Generalized linear models

Zero-inflated regression models

ziologit zioprobit zip Zero-inflated ordered logistic regression bayes: ziologit Zero-inflated ordered probit regression bayes: zioprobit Zero-inflated Poisson regression bayes: zip Zero-inflated negative binomial regression bayes: zinb Example

Fractional-response regression models

fracreg betareg Fractional response regression bayes: fracreg Beta regression bayes: betareg
heckman heckprobit heckoprobit Heckman selection model bayes: heckman Example Probit model with sample selection bayes: heckprobit Ordered probit model with sample selection bayes: heckoprobit
xtreg xtlogit xtprobit Panel-data linear regression bayes: xtreg Example Panel-data logit regression bayes: xtlogit Panel-data probit regression bayes: xtprobit Panel-data ordered logit regression bayes: xtologit Example Panel-data ordered probit regression bayes: xtoprobit Panel-data multinomial logit regression bayes: xtmlogit Panel-data Poisson regression bayes: xtpoisson Panel-data negative binomial regression bayes: xtnbreg
mixed metobit meintreg Multilevel linear regression bayes: mixed Example Multilevel tobit regression bayes: metobit Multilevel interval regression bayes: meintreg Multilevel logistic regression bayes: melogit Multilevel probit regression bayes: meprobit Multilevel complementary log-log regression bayes: mecloglog Multilevel ordered logistic regression bayes: meologit Multilevel ordered probit regression bayes: meoprobit Multilevel Poisson regression bayes: mepoisson Multilevel negative binomial regression bayes: menbreg Multilevel generalized linear model bayes: meglm Example Multilevel parametric survival regression bayes: mestreg
 dsge dsgenl Linear DSGE model bayes: dsge Example Nonlinear DSGE model bayes: dsgenl Example