Free
1 Hour
Online
This webinar provides a practical introduction to Bayesian analysis using Stata's bayesmh command, with a focus on applications that require user-defined likelihoods and specialized priors. While standard prefix commands offer efficiency for common models, bayesmh enables the implementation of customized Bayesian models. Because this command allows greater model flexibility, it naturally requires a more complex syntax. This webinar provides a comprehensive, step-by-step walk-through of the entire process.
Using a variety of applied examples, I will navigate the mechanics of defining nonstandard likelihood functions, specifying priors, and evaluating Metropolis–Hastings convergence. This session offers a comprehensive framework for practitioners to conduct Bayesian estimation tailored to their specific research goals.
Yaojin Sun
Senior Statistician and Software Developer
Yaojin Sun is a Senior Statistician and Software Developer who holds a PhD in management science (analytics track) from the University of Tennessee. His primary research interests include machine learning models, statistical model selection, and information criterion theory. At Stata, he is a core developer for the Bayesian bootstrap, Bayesian model averaging, and other related Bayesian modeling features.
The webinar is free, but you must register to attend. Registrations are limited so register soon. We will send you an email prior to the start with instructions on how to access the webinar.
