st: RE: Hierarchical Bayes with MCMC

[George Leckie <g.leckie@bristol.ac.uk>]

Following on from Nick Cox's comment.

Yes, you can fit multilevel logistic regression models by Bayesian
estimation (MCMC) in Stata by using the runmlwin command to call the MLwiN
statistical software package.

You can also fit a wide range of other multilevel models by both likelihood
and Bayesian methods.

We gave a talk on runmlwin at the recent UK Stata Users' Group, 17th
Meeting (16th September 2011)

http://www.bristol.ac.uk/cmm/media/runmlwin/London.pdf

We have also set up a runmlwin website for interested users which contains
comprehensive documentation, worked examples and an active discussion forum

http://www.bristol.ac.uk/cmm/software/runmlwin/

In particular, see our examples page where there are sample data sets,
do-files and log files showing you how to fit multilevel logistic
regressions by MCMC as well as many other models.

http://www.bristol.ac.uk/cmm/software/runmlwin/examples/

The command can be downloaded from SSC in the usual way

. ssc install runmlwin, replace

While MLwiN is a commercial package, MLwiN is free to UK academics (thanks
to ESRC funding body) and a fully functional 30-day free version of MLwiN
is available to all other users.

Best wishes

George
*
*   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/