Bayesian estimation in Stata is similar to standard estimation—simply prefix the estimation command with bayes: (see [BAYES] bayes). You can also refer to [BAYES] bayesmh and [BAYES] bayesmh evaluators for fitting more general Bayesian models.
The following estimation commands support the bayes prefix:
Linear regression models
| regress | Linear regression | bayes: regress | Example 1, Example 2, Example 3 |
|---|---|---|---|
| qreg New | Quantile regression | bayes: qreg | |
| hetregress | Heteroskedastic linear regression | bayes: hetregress | |
| tobit | Tobit regression | bayes: tobit | |
| intreg | Interval regression | bayes: intreg | |
| truncreg | Truncated regression | bayes: truncreg | |
| mvreg | Multivariate regression | bayes: mvreg |
Binary-response regression models
| logistic | Logistic regression, reporting odds ratios | bayes: logistic | |
|---|---|---|---|
| logit | Logistic regression, reporting coefficients | bayes: logit | Example |
| probit | Probit regression | bayes: probit | |
| cloglog | Complementary log-log regression | bayes: cloglog | |
| hetprobit | Heteroskedastic probit regression | bayes: hetprobit | |
| binreg | GLM for the binomial family | bayes: binreg | |
| biprobit | Bivariate probit regression | bayes: biprobit |
Ordinal-response regression models
| ologit | Ordered logistic regression | bayes: ologit | |
|---|---|---|---|
| oprobit | Ordered probit regression | bayes: oprobit | |
| hetoprobit | Heteroskedastic ordered probit regression | bayes: hetoprobit | |
| ziologit | Zero-inflated ordered logistic regression | bayes: ziologit | |
| zioprobit | Zero-inflated ordered probit regression | bayes: zioprobit |
Categorical-response regression models
| mlogit | Multinomial (polytomous) logistic regression | bayes: mlogit | Example |
|---|---|---|---|
| mprobit | Multinomial probit regression | bayes: mprobit | |
| clogit | Conditional logistic regression | bayes: clogit |
Count-response regression models
| poisson | Poisson regression | bayes: poisson | |
|---|---|---|---|
| nbreg | Negative binomial regression | bayes: nbreg | |
| gnbreg | Generalized negative binomial regression | bayes: gnbreg | |
| tpoisson | Truncated Poisson regression | bayes: tpoisson | Example |
| tnbreg | Truncated negative binomial regression | bayes: tnbreg | |
| zip | Zero-inflated Poisson regression | bayes: zip | |
| zinb | Zero-inflated negative binomial regression | bayes: zinb | Example |
Generalized linear models
Zero-inflated regression models
| ziologit | Zero-inflated ordered logistic regression | bayes: ziologit | |
|---|---|---|---|
| zioprobit | Zero-inflated ordered probit regression | bayes: zioprobit | |
| zip | Zero-inflated Poisson regression | bayes: zip | |
| zinb | Zero-inflated negative binomial regression | bayes: zinb | Example |
Fractional-response regression models
| fracreg | Fractional response regression | bayes: fracreg | |
|---|---|---|---|
| betareg | Beta regression | bayes: betareg |
Sample-selection regression models
| heckman | Heckman selection model | bayes: heckman | Example |
|---|---|---|---|
| heckprobit | Probit model with sample selection | bayes: heckprobit | |
| heckoprobit | Ordered probit model with sample selection | bayes: heckoprobit |
Longitudinal/panel-data regression models
| xtreg | Panel-data linear regression | bayes: xtreg | Example |
|---|---|---|---|
| xtlogit | Panel-data logit regression | bayes: xtlogit | |
| xtprobit | Panel-data probit regression | bayes: xtprobit | |
| xtologit | Panel-data ordered logit regression | bayes: xtologit | Example |
| xtoprobit | Panel-data ordered probit regression | bayes: xtoprobit | |
| xtmlogit | Panel-data multinomial logit regression | bayes: xtmlogit | |
| xtpoisson | Panel-data Poisson regression | bayes: xtpoisson | |
| xtnbreg | Panel-data negative binomial regression | bayes: xtnbreg |
| mixed | Multilevel linear regression | bayes: mixed | Example |
|---|---|---|---|
| metobit | Multilevel tobit regression | bayes: metobit | |
| meintreg | Multilevel interval regression | bayes: meintreg | |
| melogit | Multilevel logistic regression | bayes: melogit | |
| meprobit | Multilevel probit regression | bayes: meprobit | |
| mecloglog | Multilevel complementary log-log regression | bayes: mecloglog | |
| meologit | Multilevel ordered logistic regression | bayes: meologit | |
| meoprobit | Multilevel ordered probit regression | bayes: meoprobit | |
| mepoisson | Multilevel Poisson regression | bayes: mepoisson | |
| menbreg | Multilevel negative binomial regression | bayes: menbreg | |
| meglm | Multilevel generalized linear model | bayes: meglm | Example |
| mestreg | Multilevel parametric survival regression | bayes: mestreg |
