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From | Robert A Yaffee <bob.yaffee@nyu.edu> |
To | statalist@hsphsun2.harvard.edu |
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 <sheena.sullivan@gmail.com> Date: Friday, June 18, 2010 5:22 pm Subject: Re: st: Stata and Bayesian capabilities? To: statalist@hsphsun2.harvard.edu > 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 > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/