Compatibility of conditionally specified models.

A conditionally specified joint model is convenient to use in fields such as spatial data modeling, Gibbs sampling, and missing data imputation. One potential problem with such an approach is that the conditionally specified models may be incompatible, which can lead to serious problems in applications. We propose an odds ratio representation of a joint density to study the issue and derive conditions under which conditionally specified distributions are compatible and yield a joint distribution. Our conditions are the simplest to verify compared with those proposed in the literature. The proposal also explicitly construct joint densities that are fully compatible with the conditionally specified densities when the conditional densities are compatible, and partially compatible with the conditional densities when they are incompatible. The construction result is then applied to checking the compatibility of the conditionally specified models. Ways to modify the conditionally specified models based on the construction of the joint models are also discussed when the conditionally specified models are incompatible.