www.cmm.bristol.ac.uk/forum

Thanks for getting back to me with some thoughts.

I have increased the burn-in/iterations (even up to a million iterations) and I still have the same problem.
The coefficients converge (the intercept with greater difficulty but eventually it converges).

The strange thing is that the country ...

Hello,

I am new to MCMC techniques so please bear with me if this question is very basic.

I am using the European Social Survey so I am working with individuals nested within countries (15 countries) and several years have been pooled together. (Pooled Time Series Cross Sectional).

I am ...