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st: Re: Bayesian analysis


From   Steve <drlead@prodigy.net.mx>
To   statalist@hsphsun2.harvard.edu
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.

Type:
findit nnest

Steve Rothenberg
CINVESTAV-IPN
Mérida, México

----- Original Message ----- From: "Brian Uzzi" <uzzi@northwestern.edu>
To: <statalist@hsphsun2.harvard.edu>
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.

Brian

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