Bayesian Model Average

[Shamsuddeen Adamu]

Hi, I have recently ran xtlogit models and to further get better estimates I assume from my understanding is to use BMA on the models I have generated. My issues is how to specify the BMA on my models...can you please advise? Thanks

[Carlo Lazzaro]

Shamsuddeen:
see https://www.stata-journal.com/sjpdf....iclenum=st0239

[Shamsuddeen Adamu]

Thanks alot...ll go through it and hopefully resolve my issue. Really appreciate it.

[Shamsuddeen Adamu]

Shamsuddeen:
see https://www.stata-journal.com/sjpdf....iclenum=st0239

Thanks again. I have read the paper...the application of BMA in it was for linear regression, however my issue is with the application of BMA to a panel data. I have looked at a number of resources but havent found any reference to applying BMA to panel data. Can you please help? Thanks

[Shamsuddeen Adamu]

Hi Carlo, apologies the above( the paper already answered this), what I meant to ask is my dependent variable is a crisis binary variable....does it require using a different something different or its sufficient to estimate it using the bma prefix and use the estimates as they are for my final analysis? Thanks

[Carlo Lazzaro]

Shamsuddeen:
see: http://bms.zeugner.eu/resources/

[Shamsuddeen Adamu]

Thanks for pointing me to all the resources...really helpful. I have looked at quite a bit so far, while really informative and useful....the resources have not answered how I can use BMA panel logit...Perhaps am asking a lot but ll appreciate the help.

[Eric Koyer]

Hello everyone,

I am trying to apply Bayesian Model Averaging (BMA) for panel data using Stata 18. I first use the codes "xtset id year", then "bmaregress y x1 x2 .... x12, mprior(uniform) gprior(uip)".
However, I have noticed that Stata does not recognize that my dataset is panel. I could not find any way to do that and would be grateful if you have any suggestions.
Eric KOUAKOU

[Carlo Lazzaro]

Eric:
welcome to this forum.
What does it mean that

Stata does not recognize that my dataset is panel

?
Did Stata provide you with a message about this issue?