st: Re: Bayesian analysis

[Steve <drlead@prodigy.net.mx>]

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
M�rida, M�xico

----- 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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