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


From   Reza C Daniels <rdaniels@commerce.uct.ac.za>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Estimating joint ~ from two conditionals using switchr
Date   Fri, 10 Nov 2006 14:53:53 +0200

Maarten,

I'll do this off Statalist & contact you directly.

Reza


Maarten Buis wrote:
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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