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Re: st: Stata and Bayesian capabilities?
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: st: Stata and Bayesian capabilities?
Date
Sat, 19 Jun 2010 06:11:43 -0400
Sheena,
Check forthcoming publications at Stata Press. Actually,
Cameron and Trivedi (2009) Microeconmics using Stata
touch on MCMC estimation in Chapter 4 on simulation of
their book, but only give one example of MCMC
estimation of a problem. David Spiegelhalter warns that
MCMC can be problematic, particularly with edge effects
or that area on the edge of the parameter space.
Some MCMC estimation problems demand a lot
of memory--more than a 32 bit machine can offer and they can
take quite a while to process. Moreover, some Metropolis Hastings
algorithms may not converge.
Regards,
Robert
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Sheena Sullivan <[email protected]>
Date: Friday, June 18, 2010 5:22 pm
Subject: Re: st: Stata and Bayesian capabilities?
To: [email protected]
> Three years ago there was some discussion on this list about Stata
> introducing Bayesian capabilities. At that time, it seemed unlikely.
> With
> the release of version 11 have things changed at all?
> Cheers,
> Sheena
>
>
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