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

[Reza C Daniels <rdaniels@commerce.uct.ac.za>]

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/
> -----------------------------------------
>
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/