Stata Tips #18 – Fitting more complex Bayesian models with BUGS, Stan or JAGS – from inside Stata

In this post, we will look at a couple of community-contributed commands for fitting Bayesian models to your data. Stata 14 introduced Bayesian functionality for the first time with bayesmh, and version 15 took this further with the bayes: prefix, which can conveniently be added before calling any of 45 estimation commands (just as you … Continue reading Stata Tips #18 – Fitting more complex Bayesian models with BUGS, Stan or JAGS – from inside Stata