In Bayesian modelling the Bayes' solution depends on the loss function. If the loss function is quadratic the solution is the posterior mean. If the loss function is absolute the solution is the posterior median. This might be helpful for the required coding.

thank you sir for your wonderful suggestion,

The Bayesian Generalized Method of Moment is one of the best estimation procedure to estimate the endogenous independent variables and the endogeneity problem we have not full information for usual likelihood, So instead of usual likelihood we use pseudo likelihood and the multiply with specified priors. If someone mail me the command or coding of pseudo likelihood in Bayesian approach I will be very thankful of him.