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Re: st: Evidence column in -mlogtest-

From   n j cox <[email protected]>
To   [email protected]
Subject   Re: st: Evidence column in -mlogtest-
Date   Tue, 18 Sep 2007 18:47:45 +0100

-findit bayes- shows a little more than this. One of the most
interesting examples is the Jeffreys confidence interval
for a proportion, available from -ci, binomial jeffreys-.
This has a strong Bayesian pedigree but also a clear
frequentist interpretation. The former is much more
evident in the documentation for -cij- on SSC than in
the manuals. In -cij- there is even an undocumented option
for users to specify their alternative prior rather than
the default. I put that in just in case somebody asked for
it, but no-one ever did....

Maarten Buis

In a Bayesian framework we get evidence for a hypothesis. In Stata you
will rarely encounter this perspective, the only exceptions are when
dealing with BICs or when you are using the winbugsfromstata package by
J. Thompson, T. Palmer, and S. Moreno.

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