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RE: st: RE: Estimating joint ~ from two conditionals using switchr


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Estimating joint ~ from two conditionals using switchr
Date   Fri, 10 Nov 2006 13:13:23 +0100

That depends on the assumptions you make about the distribution, 
and the kind of inference you want to make. So, tell us more.
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/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Reza C Daniels
Sent: vrijdag 10 november 2006 13:03
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Estimating joint ~ from two conditionals using switchr

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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