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  • Bayesian model averaging in Stata

    Is there a package on Stata to do Bayesian model averaging? I have searched and i have come to the conclusion that one doesn't exist. Can someone please guide me how I can go about going BMA in Stata?

  • #2
    It seems this feature is added in Stata 18. I’m not familiar enough to give you further guidance though.

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    • #3
      Thank you Leonardo Guizzetti

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