Short Course: Introduction to Bayesian Analysis Using Stata

Introduction to Bayesian Analysis Using Stata

Gustavo Sanchez
Half Day, 1:30 PM -5:30 PM
Marriott Wardman Park, Maryland B Room

In recent years, researchers across disciplines have become increasingly interested in Bayesian analysis. This is not surprising because they often have some prior knowledge about parameters of interest, and this can be incorporated when using a Bayesian estimation approach. Bayesian analysis also provides a more natural interpretation of results in terms of probabilities. In this workshop, we will introduce some basic concepts relevant to Bayesian analysis, and we will focus on how to perform Bayesian analysis in Stata.

The topics covered will be:

  •  A brief introduction to Stata
  • A brief overview of Bayesian analysis
    • Why and when to use Bayesian analysis
  • Advantages and disadvantages of Bayesian analysis
  • An intuitive description of Markov Chain Monte Carlo
  • Examples using the -bayes:- prefix with Stata estimation commands
    • Linear regression
    • Probit model
    • Random-effects Poisson model
  • Example with -bayesmh-, Stata’s command for general Bayesian analysis

**All Short Courses will take place on Wednesday, August 28, 2019 at the APSA 2019 Annual Meeting in  Washington, DC.**