help mcmcsummarize-------------------------------------------------------------------------------

Syntax

mcmcsummarizevarlist[if] [in],saving(filename)[options]

optionsDescription -------------------------------------------------------------------------saving(filename)location to save file of resultsreplaceoverwrite existing results fileaddpctiles(numlist)additional percentiles to reportnopctilesdo not report the percentiles calculated bysummarize, detail

Description

mcmcsummarizecalculates summary statistics of draws from Markov chains in Markov Chain Monte Carlo (MCMC) estimation.The command assumes that you begin with a dataset in memory containing sequences of draws from one or more Markov chains. Each variable in

varlistshould contain draws of a different scalar estimand. The order of the draws is irrelevant.The command saves results in the file specified by

saving(filename). Each observation in the results file corresponds to a different scalar estimand. Each variable in the results file contains a different summary statistic.By default, the summary statistics are the mean, the standard deviation, and all of the percentiles reported by

summarize, detail. To obtain additional percentiles, useaddpctiles(numlist). To skip the percentiles reported bysummarize, detail, specifynopctiles.

AuthorSam Schulhofer-Wohl, Federal Reserve Bank of Minneapolis, sschulh1.work@gmail.com. The views expressed herein are those of the author and not necessarily those of the Federal Reserve Bank of Minneapolis or the Federal Reserve System.