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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 winbugs及其他软件专版
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2014-06-28

Yes, you can Google the key words to find the BUGS ( including WinBUGSand OpenBUGS) codes for your model but usually they will not work or you just can not understand what they are writing. You should firstly understand basic codes skill about BUGS:


1. BUGS code structure

[size=13.333333015441895px]Data analysis using regression and multilevel/hierarchical models[size=13.600000381469727px] (section 16.8, p.366)  gives excellent explanations about the BUGS code structure.  


2. How to perform the codes

[size=13.600000381469727px]Bayesian Modeling Using WinBUGS [size=13.600000381469727px](chapter 3 and 4) gives clear pictures to teach you how to run your codes.


3. Run BUGS through R

"Simple linear regression using R2OpenBUGS"

It is not easy to import your data in BUGS if your dataset is too big. Try to use R as a tool to manage data and deal with the MCMC results. This author offers a simple example (linear model) to teach you how to use these.



Now you understand the basics, and you could try to search the codes about your interested models. The best and workable sources come from the books and journal articles.  Most authors below are very generous to provide the codes in their website. I will not provide these codes here but will suggest the references for you.


1. Efficiency estimation

(1)Stochastic frontier model

"Bayesian stochastic frontier analysis using WinBUGS"

The author (Professor Jim Griffin) provides the WinBUGS code in his website.


2. Panel data analysis

"Introduction to applied Bayesian statistics and estimation for social scientists"


3. Multilevel/hierarchical models

"Data analysis using regression and multilevel/hierarchical models" especially chapter 17, p.305


4. Econometrics like time series

"An introduction to modern Bayesian Econometrics"


5. Rasch (IRT) Model

"Bayesian Estimation for the Rasch Model using WinBUGS"


6. Other models

"The BUGS Book"

"Bayesian modeling using WinBUGS"


Visit the blog, Statistical Estimation. You could get more recent Bayesian techniques there.

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2014-6-30 19:28:39
感谢分享
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2014-7-1 01:00:02
mark and learn
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2014-7-1 11:34:18
推荐一下~~~
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2014-7-1 11:37:45
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2014-7-1 12:06:10
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