But when using Stata's convenient bayes: prefix, I'm not able to get the PPP (posterior predictive p-value), which summarises the discrepancies between the model and the data.
Code:
. bayespredict {_ysim1} {_ysim2}, saving(prdata) bayespredict is supported only after bayesmh
If PPP is not computed after the bayes: prefix, I would suggest including PPP by default in Stata 18.
I also suggest increasing the default number of chains to (at least) 2, rather than the current 1. I believe Bayesian statisticians will agree that Bayesian analyses should always use at least 2 chains to ensure robust results (some suggest 3 chains).
0 Response to Bayesian analysis in Stata
Post a Comment