Bayesian Analysis Reference Manual
This manual includes features that are part of StataNow™.
| Publisher: | Stata Press |
| Copyright: | 2023 |
| ISBN-13: | 978-1-59718-372-7 |
| Pages: | 835 |
Suggested citation
StataCorp. 2023. Stata 18 Bayesian Analysis Reference Manual. College Station, TX: Stata Press.
Supplemental materials
Introduction to Bayesian analysis using Stata training course
Table of contents
| Intro | Introduction to Bayesian analysis |
| Bayesian commands | Introduction to commands for Bayesian analysis |
| Bayesian estimation | Bayesian estimation commands |
| bayes | Bayesian regression models using the bayes prefix StataNow |
| bayesmh | Bayesian models using Metropolis–Hastings algorithm StataNow |
| bayesmh evaluators | User-defined evaluators with bayesmh |
| bayesselect | Bayesian variable selection for linear regression StataNow |
| Bayesian postestimation | Postestimation tools for bayesmh and the bayes prefix |
| bayesgraph | Graphical summaries and convergence diagnostics |
| bayesstats | Bayesian statistics after Bayesian estimation |
| bayesstats ess | Effective sample sizes and related statistics |
| bayesstats grubin | Gelman–Rubin convergence diagnostics |
| bayesstats ic | Bayesian information criteria and Bayes factors | bayesstats ppvalues | Bayesian predictive p-values and other predictive summaries |
| bayesstats summary | Bayesian summary statistics |
| bayestest | Bayesian hypothesis testing |
| bayestest interval | Interval hypothesis testing |
| bayestest model | Hypothesis testing using model posterior probabilities |
| bayespredict | Bayesian predictions |
| set clevel | Set default credible level |
| bayes: betareg | Bayesian beta regression |
| bayes: binreg | Bayesian generalized linear models: Extensions to the binomial family |
| bayes: biprobit | Bayesian bivariate probit regression |
| bayes: clogit | Bayesian conditional logistic regression |
| bayes: cloglog | Bayesian complementary log–log regression |
| bayes: dsge | Bayesian linear dynamic stochastic general equilibrium models |
| bayes: dsgenl | Bayesian nonlinear dynamic stochastic general equilibrium models |
| bayes: dsge postestimation | Postestimation tools for bayes: dsge and bayes: dsgenl |
| bayes: fracreg | Bayesian fractional response regression |
| bayes: glm | Bayesian generalized linear models |
| bayes: gnbreg | Bayesian generalized negative binomial regression |
| bayes: heckman | Bayesian Heckman selection model |
| bayes: heckoprobit | Bayesian ordered probit model with sample selection |
| bayes: heckprobit | Bayesian probit model with sample selection |
| bayes: hetoprobit | Bayesian heteroskedastic ordered probit regression |
| bayes: hetprobit | Bayesian heteroskedastic probit regression |
| bayes: hetregress | Bayesian heteroskedastic linear regression |
| bayes: intreg | Bayesian interval regression |
| bayes: logistic | Bayesian logistic regression, reporting odds ratios |
| bayes: logit | Bayesian logistic regression, reporting coefficients |
| bayes: mecloglog | Bayesian multilevel complementary log–log regression |
| bayes: meglm | Bayesian multilevel generalized linear model |
| bayes: meintreg | Bayesian multilevel interval regression |
| bayes: melogit | Bayesian multilevel logistic regression |
| bayes: menbreg | Bayesian multilevel negative binomial regression |
| bayes: meologit | Bayesian multilevel ordered logistic regression |
| bayes: meoprobit | Bayesian multilevel ordered probit regression |
| bayes: mepoisson | Bayesian multilevel Poisson regression |
| bayes: meprobit | Bayesian multilevel probit regression |
| bayes: mestreg | Bayesian multilevel parametric survival models |
| bayes: metobit | Bayesian multilevel tobit regression |
| bayes: mixed | Bayesian multilevel linear regression |
| bayes: mlogit | Bayesian multinomial logistic regression |
| bayes: mprobit | Bayesian multinomial probit regression |
| bayes: mvreg | Bayesian multivariate regression |
| bayes: nbreg | Bayesian negative binomial regression |
| bayes: ologit | Bayesian ordered logistic regression |
| bayes: oprobit | Bayesian ordered probit regression |
| bayes: poisson | Bayesian Poisson regression |
| bayes: probit | Bayesian probit regression |
| bayes: qreg | Bayesian quantile regression StataNow |
| bayes: regress | Bayesian linear regression |
| bayes: streg | Bayesian parametric survival models |
| bayes: tnbreg | Bayesian truncated negative binomial regression |
| bayes: tobit | Bayesian tobit regression |
| bayes: tpoisson | Bayesian truncated Poisson regression |
| bayes: truncreg | Bayesian truncated regression |
| bayes: var | Bayesian vector autoregressive models |
| bayes: var postestimation | Postestimation tools for bayes: var |
| bayesvarstable | Check the stability condition of Bayesian VAR estimates |
| bayesfcast | Bayesian dynamic forecasts |
| bayesfcast compute | Compute Bayesian dynamic forecasts |
| bayesfcast graph | Graphs of Bayesian dynamic forecasts |
| bayesirf | Bayesian IRFs, dynamic-multiplier functions, and FEVDs |
| bayesirf create | Obtain Bayesian IRFs, dynamic-multiplier functions, and FEVDs |
| bayesirf graph | Graphs of Bayesian IRFs, dynamic-multiplier functions, and FEVDs |
| bayesirf cgraph | Combined graphs of Bayesian IRF results |
| bayes ograph | Overlaid graphs of Bayesian IRF results |
| bayesirf table | Tables of Bayesian IRFs, dynamic-multiplier functions, and FEVDs |
| bayesirf ctable | Combined tables of Bayesian IRF results |
| bayes: xtlogit | Bayesian random-effects logit model |
| bayes: xtmlogit | Bayesian random-effects multinomial logit model |
| bayes: xtnbreg | Bayesian random-effects negative binomial model |
| bayes: xtologit | Bayesian random-effects ordered logistic model |
| bayes: xtoprobit | Bayesian random-effects ordered probit model |
| bayes: xtpoisson | Bayesian random-effects Poisson model |
| bayes: xtprobit | Bayesian random-effects probit model |
| bayes: xtreg | Bayesian random-effects linear model |
| bayes: zinb | Bayesian zero-inflated negative binomial regression |
| bayes: ziologit | Bayesian zero-inflated ordered logit regression |
| bayes: zioprobit | Bayesian zero-inflated ordered probit regression |
| bayes: zip | Bayesian zero-inflated Poisson regression |
| Glossary | |
| Combined author index | |
| Combined subject index | |
