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Re: st: Are you a Bayesians?

From   Paul Millar <>
Subject   Re: st: Are you a Bayesians?
Date   Wed, 08 Mar 2006 12:51:34 -0700


For those interested in MCMC and Bayesian techniques, your presentation looks very interesting. I would love to get away to Mannheim, but can't. I hope your presentation will be available through REPEC or some other venue.

- Paul

At 06:28 AM 08/03/2006, you wrote:

People interested in this tread might also be interested in of the
presentations at the 4th German Stata' Users Group meeting, on March 31 in

Stata goes BUGS (via R)
Susumu Shikano, University of Mannheim

Recently, Bayesian methods such as Markov chain Monte Carlo (MCMC)
techniques find an increasing use in the social sciences, with
(Win)BUGS being one of the most widely applied software for this
kind of analysis. Unfortunately, due to the absence of MCMC
techniques and any interfaces to WinBUGS or BUGS in Stata, Stata
users who apply MCMC techniques have to perform such painful tasks
as reformatting data by themselves. As a preliminary solution to
this problem, one can call another statistical software R from inside
Stata and use it as an interface to (Win)BUGS. This presentation
outlines this solution providing an exemplar analysis.

As Stata developers are also present at the meeting, participants can listen
to their reactions as well.

End of advertising section.


Paul Millar wrote:
> In the past I have used R or Winbugs for Bayesian problems.  I agree
> Stata could be better equipped for this approach.  In fact, I don't
> think Bayesian approaches will, despite their power compared to
> frequentist techniques, get into the mainstream until people develop
> routines for packages like Stata that make it easy for the researcher
> to take advantage of.
> - Paul Millar
> At 10:16 AM 05/03/2006, you wrote:
> >If you are a Bayesian using stata, please respond with raised voice.
> >
> >Most of my work is frequentist in nature, but I apply Bayesian
> >techniques for some of my more onerous problems. As was mentioned in
> >the fall, "Stata is not much of a vehicle for doing Bayesian
> >things." Should this change?
> >
> >The paucity of interest in Bayesian techniques, or its appearance,
> >may represent an area of development for stata. Bayesians, if you
> >are out there, I personally would like to how you manage. Maybe
> >stata and its users will develop greater tools if we can show that
> >there is a market.

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