EViews.com

This thread is about the add-in BayesLinear. This add-in estimates a linear Gaussian model using Gibbs sampling. The add-in requests the user input the dependent variable and regressors. The user may select default or custom options for the priors, the number of MCMC draws, and the burn-in sample. The output is a table that reports posterior means, standard deviations, and 95% credibility intervals. In addition, histograms of the draws are displayed.

Please let me know if there are any questions or comments.

Thank you,

Angela Vossmeyer

This is a very nice and useful add-in. Thanks for sharing.

When I try to open the documentation, I get the following error message.

Slight bug in the installer. A new version has been posted.

A very nice addition.

Two minor points:
(1) In the "Burn-in must be a" error message "positive" is misspelled.
(2) Ctrl-L doesn't work in the fields. I imagine this is not specific to this add-in.

(2) is a limitation of the EViews programming language - CTRL-L doesn't work in program generated dialogs.

Thank you for the comments and catching the error message.

- Angela

Dear colleagues,
when i want to estimate for a linear model and I want to determine the prior, in order to customize them I could not choose any specific numbers for its 4 options(Means and standard errors).
I would be glad if any of you have comments for my problem and give me an example.

Hello, thank you for this great add-in. I would like to know what are the parameters chosen for the prior distributions on the default setting. Thank you very much.