As we discussed before, Bayesian inference in SEM requires, first, deriving the conditional posteriors, and then setting up the MCMC procedure (as explained in 3.1.2) to simulate from the conditional posteriors and obtain statistical inferences. This can be still highly challenging for the applied researcher and requires some heavy computer coding. Fortunately, now certain SEM software packages provide Bayesian inference in SEM. However, these can be highly inflexible in terms of adjusting the prior distribution of the SEM parameters, or in terms of estimating more advanced version of SEMs. We encourage tourism researchers to use the Winbugs software, which is very useful for a wide range of statistical models including SEM. The advantage of the Winbugs software is that it helps the researcher“really concentrate on building and refining an appropriate model without having to invest large amounts of time in coding up the MCMC analysis and the associated processing of the results (Griffin&Steel, 2007, p.164). The algorithm in Winbugs has been mainly developed using MCMC, and the software necessitates only coding the model and the prior so it requires a much smaller investment on part of the user.