Good point, my mention of BIC was meant to mean: the closest thing to Bayesian model comparison in Stata is the BIC. If Brian is really serious about Bayesian than R (www.r-project.org) and winbugs (http://www.mrc-bsu.cam.ac.uk/bugs/welcome.shtml and http://mathstat.helsinki.fi/openbugs/ ) are good (and free) places to look.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
> -----Original Message-----
> From: [email protected] [mailto:[email protected]]On Behalf Of Nick Cox
> Sent: donderdag 10 november 2005 20:33
> To: [email protected]
> Subject: RE: st: Bayesian analysis
>
> This is a new one on me. Applying the BIC
> retrospectively makes an analysis Bayesian?
>
> My prior probability is 0.999 that the
> answer to Brian's question is No.
>
> Stata is not much of a vehicle for doing Bayesian
> things; nor do Bayesians much use Stata for being Bayesian.
> (John Carlin is a case in point.)
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