MTB > type 'logpost2.MTB' ################################################################## # MACRO 'LOGPOST2' # # -------------------------------------------------------------- # # DEFINITION OF THE LOGARITHM OF A TWO PARAMETER # # POSTERIOR DENSITY # ################################################################## ############################################### # 2 binomial problem # # t1 - difference in odds ratios # # t2 - sum of odds ratios # ############################################### set 'data' 1 10 3 12 let k21='data'(1) let k22='data'(2) let k23='data'(3) let k24='data'(4) let c201=('x'+'y')/2 let c202=('y'-'x')/2 let 'f'=k21*c201-(k21+k22)*log(1+exp(c201))+k23*c202-(k23+k24)*log(1+exp(c202)) MTB > exec 'laplace2' MTB > ################################################################## MTB > # MACRO 'LAPLACE2' # MTB > # -------------------------------------------------------------- # MTB > # SUMMARIZING A 2-PARAMETER POSTERIOR USING LAPLACE METHOD. # MTB > # DEFINITION OF LOG POSTERIOR IN MACRO 'LOGPOST2' # MTB > #--------------------------------------------------------------- # MTB > # INPUT: GUESS AT MODE # MTB > # NUMBER OF ITERATIONS # MTB > # OUTPUT: CURRENT ESTIMATE AT MODE # MTB > # ASSOCIATED COVARIANCE MATRIX AND INTEGRAL ESTIMATE # MTB > ################################################################## INPUT GUESS AT MODE: DATA> 1 1 INPUT NUMBER OF ITERATIONS: DATA> 5 Row MN_1 STD_1 MN_2 STD_2 COVAR LOG_INTG 1 -1.04684 0.85129 -3.43018 0.85129 0.19511 -22.3648 Row MN_1 STD_1 MN_2 STD_2 COVAR LOG_INTG 1 -0.927094 1.20075 -3.67809 1.20075 0.69814 -8.83597 Row MN_1 STD_1 MN_2 STD_2 COVAR LOG_INTG 1 -0.916306 1.23626 -3.68887 1.23626 0.702681 -8.71386 Row MN_1 STD_1 MN_2 STD_2 COVAR LOG_INTG 1 -0.916094 1.24168 -3.68866 1.24168 0.689256 -8.69772 Row MN_1 STD_1 MN_2 STD_2 COVAR LOG_INTG 1 -0.91617 1.28012 -3.68882 1.28012 0.799844 -8.66131