"Bayesian Analysis with Stata" by Thompson - still good?

[Owen Gallupe]

Hi,

Just looking for opinions here...I'm hesitantly starting to think about learning Bayesian analysis. Since I am pretty entrenched in Stata, I would prefer books that demonstrate it using Stata. The book by John Thompson is the only one I know of that does this. But it was published a decade ago. Given all the advancements in Bayesian capabilities that have been implemented in Stata since then, is it still a good resource?

https://www.stata-press.com/books/ba...is-with-stata/

Thanks.

Owen

[Erik Ruzek]

Owen,

I have not read Thompson's book. My own approach to this would be to read what people think are some of the best sources for learning Bayesian methods. Gelman recently posted his list of canonical books, web sources, articles. I understand the desire to have a Stata specific book, but with so few options out there (Thompson, the Stata Bayes manual), you are kind of limited. I personally recommend Richard McElreath's Statistical Rethinking. He posts his lectures from his grad seminar at Max Planck on youtube, and he also links to course materials. If you are dedicated to learning how to do this in Stata, I can't think of a better way to learn than to try to code up McElreath's exercises and examples in Stata. Good luck on your journey!

[Owen Gallupe]

That's a good point, Erik. McElreath is excellent. Thanks!