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Titre :
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Bayesian analysis with Stata
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Auteurs :
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John Thompson, Auteur
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Type de document :
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texte imprimé
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Editeur :
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College Station, Texas : Stata Press, 2014
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ISBN/ISSN/EAN :
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978-1-59718-141-9
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Format :
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299p. / Couv blanche + photo et bandes rouge et noire; graph et III N.B / 24 cm
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Langues:
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Anglais
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Index. décimale :
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519.5/420285555
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Mots-clés:
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Stata
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Bayesian statistical decision theory
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Computer programs
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Modèles mathématiques
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Méthodes statistiques
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Statistique bayésienne
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Résumé :
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Bayesian Analysis with Stata is a compendium of Stata community-contributed commands for Bayesian analysis. It contains just enough theoretical and foundational material to be useful to all levels of users interested in Bayesian statistics, from neophytes to aficionados.
The book is careful to introduce concepts and coding tools incrementally so that there are no steep patches or discontinuities in the learning curve. The content helps the user see exactly what computations are done for simple standard models and shows the user how those computations are implemented. Understanding these concepts is important for users because Bayesian analysis lends itself to custom or very complex models, and users must be able to code these themselves. Bayesian Analysis with Stata is wonderful because it goes through the computational methods three times—first using Stata's ado-code, then using Mata, and finally using Stata to run the MCMC chains with WinBUGS or OpenBUGS. This reinforces the material while making all three methods accessible and clear. Once the book explains the computations and underlying methods, it satisfies the user's yearning for more complex models by providing examples and advice on how to implement such models. The book covers advanced topics while showing the basics of Bayesian analysis—which is quite an achievement.
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Nature du document :
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documentaire
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Genre :
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manuel
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