User’s Guide
BayES™
Bayesian Econometrics Software
Grigorios Emvalomatis
February 21, 2020
© 2020
Grigorios Emvalomatis, 2020
© 2020 by Grigorios Emvalomatis. BayES’ User’s Guide is made available
under a Creative Commons Attribution 4.0 License (international):
http://creativecommons.org/licenses/by/4.0/legalcode
Trademarks
Linux is a registered trademark of Linus Torvalds
Microsoft and Windows are trademarks of Microsoft Corporation
macOS is a trademark of Apple Inc.
MATLAB is a registered trademark of The MathWorks, Inc.
Stata is a registered trademark of StataCorp LP.
CentOS is a registered trademark of CentOS ltd
Debian is a registered trademark owned by Software in the Public Interest, Inc.
Fedora is a registered trademark of Red Hat, Inc
Linux Mint is trademarked through the Linux Mark Institute
openSUSE is a registered trademark of Novell, Inc.
Ubuntu is a registered trademark of Canonical Ltd.
1 Getting Started
1.1 Overview
1.2 Running BayES
1.3 Quick start for the impatient: video tutorials
1.4 How to use this document
2 The BayES Language
2.1 Introduction
2.2 Arithmetic operations
2.3 Matrices and matrix calculations
2.4 Datasets and data transformations
2.5 Models
2.6 Structures
2.7 Strings
2.8 Data types and assignments
2.9 Program flow
2.10 User-defined functions
2.11 Plotting
3 Interfaces to external programs
3.1 Overview
3.2 Interface to JAGS
3.3 Interface to OpenBUGS
3.4 Interface to Stan
3.5 Interface to R
3.6 Interface to Stata
3.7 Interface to MATLAB
3.8 Interface to GNU Octave
3.9 The system function
4 Linear Models
4.1 Basic linear model
4.2 Heteroskedastic linear model
4.3 Random-effects linear model
4.4 Random-coefficients linear model
4.5 Latent-class linear model
4.6 Latent-class linear model with panel data
5 Stochastic Frontier Models
5.1 Simple stochastic frontier
5.2 Inefficiency-effects stochastic frontier
5.3 Random-effects stochastic frontier
5.4 Random-coefficients stochastic frontier
5.5 Latent-class stochastic frontier
5.6 Latent-class stochastic frontier model with panel data
5.7 Dynamic stochastic frontier
5.8 Random-effects dynamic stochastic frontier
6 Discrete Choice Models
6.1 Binary Probit
6.2 Binary Logit
6.3 Random-effects binary Probit
6.4 Random-effects binary Logit
6.5 Multinomial Probit
6.6 Multinomial Logit
6.7 Conditional Probit
6.8 Conditional Logit
6.9 Multivariate Probit
7 Models for Ordered Data
7.1 Ordered Probit model
7.2 Ordered Logit model
8 Models for Count Data
8.1 Poisson model
8.2 Negative-Binomial model
9 Models for Censored/Truncated Dependent Variables
9.1 Type I Tobit
9.2 Type II Tobit
10 Linear Systems of Equations
10.1 Simple Seemingly Unrelated Regressions (SUR)
11 VAR and VEC Models
11.1 Vector Autoregressive (VAR) model for time-series data
A Installation Guide
A.1 Installation under Microsoft Windows
A.2 Installation under Linux
A.3 Installation under macOS
A.4 Unstalling BayES
B List of functions and commands
B.1 Directory statements
B.2 Console statements
B.3 Elapsed-time statements
B.4 Import, export and memory management
B.5 Size information, reshaping/replicating & cleaning
B.6 Special matrices
B.7 Simple mathematical functions
B.8 Matrix decompositions & quadratures
B.9 Statistical functions, summing, rounding & sorting
B.10 Error function, Beta, Gamma and related mathematical functions
B.11 Probability and cumulative density functions
B.12 Random-number generators
B.13 Statements for working with datasets
B.14 Statements for post-estimation analysis
B.15 Statements for working with strings
B.16 Plotting
B.17 system, run, pause and eval statements
References
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