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Speaking Stata: I. J. Good and quasi-Bayes smoothing of categorical frequencies

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  • Nicholas J. Cox

    (Durham University, UK)

Abstract

I. J. Good (1916 – 2009) was a prolific scientist who contributed to many fields, mostly from a Bayesian standpoint. This column explains his idea of quasi- Bayes (a.k.a. pseudo-Bayes) estimation or smoothing of categorical frequencies in a contingency table, which is especially useful as a way of dealing with awkward sampling or random zeros. It shows how the method can be implemented, almost calculator-style, using a combination of Stata and Mata. Convenience commands qsbayesi and qsbayes are also introduced.

Suggested Citation

  • Nicholas J. Cox, 2009. "Speaking Stata: I. J. Good and quasi-Bayes smoothing of categorical frequencies," Stata Journal, StataCorp LP, vol. 9(2), pages 306-314, June.
    • Handle: RePEc:tsj:stataj:v:9:y:2009:i:2:p:306-314
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    References listed on IDEAS

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    1. Nicholas J. Cox, 2004. "Speaking Stata: Graphing categorical and compositional data," Stata Journal, StataCorp LP, vol. 4(2), pages 190-213, June.
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