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st: Re: Bayesian analysis

From   Steve <>
Subject   st: Re: Bayesian analysis
Date   Thu, 10 Nov 2005 20:24:22 -0600

Dear Brian,

If you want to test alternative specifications of independent variables (e.g., power law versus log-normal) of non-nested models with the same dependent variable the user-written command -nnest- will run the J test and the Cox-Pesaran-Deaton test. I'm not sure if these are Bayesian in nature.

The help file indicates it will work only with OLS and gives references to the original publications.

findit nnest

Steve Rothenberg
Mérida, México

----- Original Message ----- From: "Brian Uzzi" <>
To: <>
Sent: Thursday, November 10, 2005 10:23 AM
Subject: st: Bayesian analysis

Dear Colleagues,

Has anyone written an analysis in Stata for doing Bayesian analysis to see if model A fits the data better than model B in the case where model B is not a subset of the variables in model A but rather a different model such as a power law versus a log-normal?

Thanks in advance.


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