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  • Mixed multiple-equation bayesian model

    I am constructing a multiple-equation Bayesian model, in which the first two equations are linear and the third equation is probit, and the first two' residuals have some correlation and the total three equations have another correlation. The first equation is Y1 on X1 , the second is Y2 on X2, the third is Y3 on X1, X2 and X3, so how to program in stata14? Thanks

  • #2
    UP

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    • #3
      up

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      • #4
        Please do read this text about potential bumping.

        Also, this text about no replies:

        17. Why did my question not get answered?

        Questions can get no replies for many different reasons. Here are some that are common.
        • No one knows of any such Stata program. You may need to write your own code or use some other software.
        • Your question really should be answered by using the help, the manual, or by typing search in an up-to-date Stata.
        • We do not have the knowledge of your project needed to work out the best thing to do in your circumstances, and, in any case, it is really your call.
        • You seem to be asking for code on an entire project. It is most unlikely that anyone can work that out for you and write it down in a few minutes. Much more specific questions are much more likely to be answered.
        • Whether what you are doing is “correct” is very difficult to discuss helpfully.
        • You did not provide enough information. For example, postings of the form “I tried using foobar, but it did not work” are usually impossible to answer, except by asking for more information.
        • Your question is too unclear or too complicated to understand. For example, questions on very complicated data-management tasks or large chunks of code that are not working may ask too much.
        • A model may not converge or fit well because it doesn't suit the data, or if you prefer the data don't suit the model. It can be very hard to advise on such cases, especially if presented generally.
        Best regards,

        Marcos

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        • #5
          Thank you so much, Marcos.

          I am constructing a multiple-equation Bayesian model, in which the first two equations are linear and the third equation is probit, and the first two' residuals have some correlation and the total three equations have another correlation. The first equation is Y1 on X1 , the second is Y2 on X2, the third is Y3 on X1, X2 and X3, so can I construct like this,

          bayesmh ((Y1 X1) (Y2 X2), likelihood(mvnormal({Sigma1,m}))) (Y3 X1 X2 X3,likelihood(probit)), likelihood(mvnormal({Sigma2,m})) prior...prior({Sigma1,m},iwishart(2,100,I(2)))...p rior({Sigma2,m}, iwishart(3,100,I(3)))...

          Thanks

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