The absence of user-friendly software has long been a ma jor obstacle to the routine application of Bayesian methods in business and industry. It will only be through widespread application of the Bayesian approach to real problems that issues, such as the use of prior distributions, can be practically resolved in the same way that the choice of significance levels has been in the classical approach; although most Bayesians would hope for a much more satisfactory resolution. It is only relatively recently that any general purpose Bayesian software has been available; by far the most widely used such package is WinBUGS. Although this software has been designed to enable an extremely wide variety of models to be coded relatively easily, it is unlikely that many will bother to learn the language and its nuances unless they are already highly motivated to try Bayesian methods. This paper describes a graphical user interface, programmed by the author, which facilitates the specification of a wide class of generalised linear mixed models for analysis using WinBUGS. The program, BugsXLA (v2.1), is an Excel Add-In that not only allows the user to specify a model as one would in a package such as SAS or S-PLUS, but also aids the specification of priors and control of the MCMC run itself. Inevitably, developing a program such as this forces one to think again about such issues as choice of default priors, parameterisation and assessing convergence. I have tried to adopt currently perceived good practices, but mainly share my approach so that others can apply it and, through constructive criticism, play a small part in the ultimate development of the first Bayesian software package truly useable by the average data analyst.
In order to set up a list of libraries that you have access to,
you must first login
or sign up.
Then set up a personal list of libraries from your profile page by
clicking on your user name at the top right of any screen.