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st: Gibbs sampler

From   "Newell, Richard" <[email protected]>
To   <[email protected]>
Subject   st: Gibbs sampler
Date   Thu, 16 Oct 2003 10:17:37 -0400

I'm looking for stata code that programs a Gibbs sampler--or Markov chain monte carlo (mcmc). Ideally with data augmentation, but a simpler routine would still be of assistance. Any leads or experience attempting such programming?

Richard G. Newell
Resources for the Future
1616 P Street NW
Washington, DC 20036
Phone: (202) 328-5111
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email: [email protected]
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