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Thank you very much sir for your kind help. It works when I add diagonal option in the MCMC model (the same what I used in the previous model estimated by IGLS).

Thank you once again.

Your Bhaskar

Thank you very much for sparing your valuable time on my problem. As you told perhaps estimated variances in the previous model are creating problem. Variances can not be negative but here in my result lower limit of the 95% CI's corresponding to the intercept variance and slope variance are ...

Dear All,

I am a beginner of runmlwin and trying to execute the random coefficient model through this via MCMC method of estimation. For fitting the model using MCMC, Initial values of the parameter were specified from the previous model based on IGLS (through the default MQL1) method of estimation ...