Thanks Maarten,
How would I estimate this using Stata?
Reza
Maarten Buis wrote:

--- Reza C Daniels wrote:

Would I be correct to say that if I wanted to estimate the joint
distribution of (Y, X | Z), then I could do so by switching regression,
which would first estimate (Y | X, Z) then (X | Y, Z), the product of
which would give me (Y, X | Z)?

Reza:

No, using Bayes theorem:

f(x,y|z) = f(x|y,z) f(y|z)

HTH,

Maarten

-----------------------------------------

Maarten L. Buis

Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:

Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/

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