PCBRAP评述

Review of pcbrap

Journal of Applied Econometrics · 1992
被引 1
人大 AABS 3

中文导读

评述PCBRAP软件,该软件用于线性回归模型的贝叶斯分析,并包含数值积分功能以分析更一般的模型,适合对贝叶斯计量软件感兴趣的学者。

Abstract

Abstract PCBRAP (Bayesian Regression Analysis Package for the Personal Computer) is a computer program designed by Carlos de Silva, John Abowd, Brent Moulton, and Arnold Zellner to perform Bayesian analysis of the linear regression model with normal errors. It also contains numerical integration facilities for analysing more general types of models. Because the numerical integration package is intended for analysing a different class of problems than PCBRAP proper, and requires different software, the two parts of PCBRAP are kept separate for the purposes of discussion. This review is divided into four sections: Section 1 describes what PCBRAP can do; Section 2 discusses PCBRAP's technical aspects; Section 3 describes the accompanying manuals for PCBRAP; and Section 4 gives commercial information for those interested in purchasing the package.

PCBRAP贝叶斯回归分析数值积分线性回归模型