help mcmcsummarize

Syntax

mcmcsummarize varlist [if] [in] , saving(filename) [options]

saving(filename) location to save file of results

replace overwrite existing results file

addpctiles(numlist) additional percentiles to report

nopctiles do not report the percentiles calculated by summarize, detail

Description

mcmcsummarize calculates 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 varlist should 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, use addpctiles(numlist). To skip the percentiles reported by summarize, detail, specify nopctiles.

Author

Sam 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.