Bayesian Model Averaging Reference Manual
| Publisher: | Stata Press |
| Copyright: | 2023 |
| ISBN-13: | 978-1-59718-373-4 |
| Pages: | 235 |
Suggested citation
StataCorp. 2023. Stata 18 Bayesian Model Averaging Reference Manual. College Station, TX: Stata Press.
Supplemental materials
Table of contents
| Intro | Introduction to Bayesian model averaging |
| BMA commands | Introduction to commands for Bayesian model averaging |
| bmaregress | Bayesian model averaging for linear regression |
| bmacoefsample | Posterior samples of regression coefficients |
| BMA postestimation | Postestimation tools for Bayesian model averaging |
| bmagraph | Graphical summary for models and predictors after BMA regression |
| bmagraph coefdensity | Regression coefficient density plots after BMA regression |
| bmagraph msize | Model-size distribution plots after BMA regression |
| bmagraph pmp | Model-probability plots after BMA regression |
| bmagraph varmap | Variable-inclusion map after BMA regression |
| bmapredict | Predictions after BMA regression |
| bmastats | Summary for models and predictors after BMA regression |
| bmastats jointness | Jointness measures for predictors after BMA regression |
| bmastats lps | Log predictive-score after BMA regression |
| bmastats models | Model and variable-inclusion summaries after BMA regression |
| bmastats msize | Model-size summary after BMA regression |
| bmastats pip | Posterior inclusion probabilities for predictors after BMA regression |
| Glossary | |
| Combined author index | |
| Combined subject index | |
