Search found 9 matches

by RachaelHughes
Fri Mar 13, 2020 1:42 pm
Forum: runmlwin user forum
Topic: Jointly test coefficient is 0 across 3 outcomes from trivariate cross-classified model fitted using MCMC
Replies: 1
Views: 736

Jointly test coefficient is 0 across 3 outcomes from trivariate cross-classified model fitted using MCMC

Hi, I've fitted a trivariate cross-classified model using MCMC. I've been asked to calculate classical p-values for the joint test that a fixed-effect coefficient in the model equals 0 for all 3 dependent variables. For example, after fitting a nested model using RIGLS, I can use STATA command test ...
by RachaelHughes
Tue Nov 26, 2019 1:50 pm
Forum: runmlwin user forum
Topic: 95% prediction interval for new obs from same cluster populations
Replies: 3
Views: 1323

Re: 95% prediction interval for new obs from same cluster populations

Thanks Bill for your reply. I suspected my idea wasn't quite right. So to predict for individuals should I amend step 2 (in particular part b) as follows: 2) For each MCMC iteration: (a) Draw a random intercept at level 3 and at level 2 (from a multivariate normal distribution) using the current est...
by RachaelHughes
Tue Nov 26, 2019 10:13 am
Forum: runmlwin user forum
Topic: 95% prediction interval for new obs from same cluster populations
Replies: 3
Views: 1323

95% prediction interval for new obs from same cluster populations

Hello, Using MCMC I have fitted a multivariate normal 3-level cross-classified model with random intercepts at each level. In my data, surgeons have conducted eye-operations, where a patient may have had a single eye operation or two separate eye operations conducted by the same surgeon or different...
by RachaelHughes
Sun Jun 30, 2019 10:45 am
Forum: runmlwin user forum
Topic: mcmcsum error - model must be fitted with MCMC
Replies: 3
Views: 5911

Re: mcmcsum error - model must be fitted with MCMC

Dear Chris, Thank you for your reply. To be clear, this current problem is regarding a saved chain datafile generated using the latest runmlwin software. I re-run the model and using ereturn I verified that the e(Method) was "MCMC". In the same Stata session I then opened the saved chains datafile a...
by RachaelHughes
Thu Jun 27, 2019 3:21 pm
Forum: runmlwin user forum
Topic: mcmcsum error - model must be fitted with MCMC
Replies: 3
Views: 5911

mcmcsum error - model must be fitted with MCMC

Hi, I am using version 17th June 2019 for runmlwin and mcmcsum. I've fitted a cross classified model using MCMC (with hierarchical centring) and saved the chains. When I run the command "mcmcsum FP1_constant_1" I get error message "The runmlwin model must be fitted using MCMC". mcmcsum worked with m...
by RachaelHughes
Thu Jun 27, 2019 3:13 pm
Forum: runmlwin user forum
Topic: Interpretation of the Raftery-Lewis value
Replies: 2
Views: 3660

Re: Interpretation of the Raftery-Lewis value

Thank you Bill - very helpful.
by RachaelHughes
Fri Jun 21, 2019 11:17 am
Forum: runmlwin user forum
Topic: Interpretation of the Raftery-Lewis value
Replies: 2
Views: 3660

Interpretation of the Raftery-Lewis value

I have fitted a 3-level cross-classified model using MCMC with 5000 burn-in and 50,000 chain. I have used runmlwin and mcmcsum to examine the MCMC chain. Due to auto-correlation the reported effective sample size is only 1961. The Raftery-Lewis value (for 2.5 percentile) is 19445. Does this Raftery-...
by RachaelHughes
Tue Jun 18, 2019 1:54 pm
Forum: runmlwin user forum
Topic: Problem with savechains(filename , replace)
Replies: 4
Views: 2489

Re: Problem with savechains(filename , replace)

Hi Chris,

Using the development version of runmlwin.ado made no difference. Adding extension .dta solved the problem.

Thanks
Rach
by RachaelHughes
Thu Jun 13, 2019 4:49 pm
Forum: runmlwin user forum
Topic: Problem with savechains(filename , replace)
Replies: 4
Views: 2489

Problem with savechains(filename , replace)

I hope you can help me with the following problem. Using the Stata version of runmlwin, I am fitting a 2-level model using mcmc where I would like to save the chains of the parameter estimates. My runmlwin code is runmlwin pdiff_px constant, /// level2(surgeonid: constant) /// level1(level1id: const...