**************************************************************************** * MLwiN MCMC Manual * * 7 Using the WinBUGS Interface in MLwiN . . . . . . . . . . . . . . . .83 * * Browne, W. J. (2009). MCMC Estimation in MLwiN, v2.26. Centre for * Multilevel Modelling, University of Bristol. **************************************************************************** * Stata do-file to replicate all analyses using runmlwin * * George Leckie and Chris Charlton, * Centre for Multilevel Modelling, 2012 * http://www.bristol.ac.uk/cmm/software/runmlwin/ **************************************************************************** * 7.1 Variance components models in WinBUGS . . . . . . . . . . . . . . . 84 use "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial.dta", clear runmlwin normexam cons standlrt, /// level2(school: cons) /// level1(student: cons) /// nopause runmlwin normexam cons standlrt, /// level2(school: cons) /// level1(student: cons) /// mcmc(savewinbugs( /// model("tutorial_model.txt", replace) /// inits("tutorial_inits.txt", replace) /// data("tutorial_data.txt", replace) /// )) /// initsprevious nopause wbscript , /// model("`c(pwd)'\tutorial_model.txt") /// data("`c(pwd)'\tutorial_data.txt") /// inits("`c(pwd)'\tutorial_inits.txt") /// coda("`c(pwd)'\out") /// set(beta sigma2.u2 sigma2) /// burn(500) update(5000) /// saving("`c(pwd)'\script.txt", replace) /// quit wbrun, script("`c(pwd)'\script.txt") /// winbugs("C:\WinBUGS14\winbugs14.exe") wbcoda, root("`c(pwd)'\out") clear mcmcsum beta_1 beta_2, variables mcmcsum sigma2_u2 sigma2, variables mcmcsum beta_2, fiveway variables * 7.2 So why have a WinBUGS interface ? . . . . . . . . . . . . . . . . . 92 * 7.3 t distributed school residuals . . . . . . . . . . . . . . . . . . .92 view "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial1_model.txt" view "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial1_inits.txt" copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial1_model.txt" /// "tutorial1_model.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial1_inits.txt" /// "tutorial1_inits.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial1_data.txt" /// "tutorial1_data.txt", replace wbscript , /// model("`c(pwd)'\tutorial1_model.txt") /// data("`c(pwd)'\tutorial1_data.txt") /// inits("`c(pwd)'\tutorial1_inits.txt") /// coda("`c(pwd)'\out") /// set(df) /// burn(500) update(5000) /// saving("`c(pwd)'\script.txt", replace) /// quit wbrun, script("`c(pwd)'\script.txt") /// winbugs("C:\WinBUGS14\winbugs14.exe") wbcoda, root("`c(pwd)'\out") clear mcmcsum df, trajectories variables mcmcsum df, variables copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial2_model.txt" /// "tutorial2_model.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial2_inits1.txt" /// "tutorial2_inits1.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial2_inits2.txt" /// "tutorial2_inits2.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial2_inits3.txt" /// "tutorial2_inits3.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial2_data.txt" /// "tutorial2_data.txt", replace wbscript , /// model("`c(pwd)'\tutorial2_model.txt") /// data("`c(pwd)'\tutorial2_data.txt") /// chains(3) /// inits("`c(pwd)'\tutorial2_inits.txt") /// coda("`c(pwd)'\out") /// set(df) /// burn(2000) update(10000) /// saving("`c(pwd)'\script.txt", replace) /// quit wbrun, script("`c(pwd)'\script.txt") /// winbugs("C:\WinBUGS14\winbugs14.exe") wbcoda, root("`c(pwd)'\out") id(chain) chains(3) multichain clear twoway /// (line df order if chain==1) /// (line df order if chain==2) /// (line df order if chain==3), legend(off) mcmcsum df, variables copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial3_model.txt" /// "tutorial3_model.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial3_inits.txt" /// "tutorial3_inits.txt", replace copy "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial3_data.txt" /// "tutorial3_data.txt", replace wbscript , /// model("`c(pwd)'\tutorial3_model.txt") /// data("`c(pwd)'\tutorial3_data.txt") /// inits("`c(pwd)'\tutorial3_inits.txt") /// coda("`c(pwd)'\out") /// set(beta sigma2.u2 sigma2) /// burn(500) update(5000) /// saving("`c(pwd)'\script.txt", replace) /// quit wbrun, script("`c(pwd)'\script.txt") /// winbugs("C:\WinBUGS14\winbugs14.exe") wbcoda, root("`c(pwd)'\out") clear mcmcsum beta_1 beta_2 sigma2_u2 sigma2, variables * Chapter learning outcomes . . . . . . . . . . . . . . . . . . . . . . . 96 **************************************************************************** exit