Search found 9 matches
- 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: 3181
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 ...
- 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: 4366
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...
- 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: 4366
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...
- Sun Jun 30, 2019 10:45 am
- Forum: runmlwin user forum
- Topic: mcmcsum error - model must be fitted with MCMC
- Replies: 3
- Views: 9008
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 ...
- Thu Jun 27, 2019 3:21 pm
- Forum: runmlwin user forum
- Topic: mcmcsum error - model must be fitted with MCMC
- Replies: 3
- Views: 9008
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". m...
- Thu Jun 27, 2019 3:13 pm
- Forum: runmlwin user forum
- Topic: Interpretation of the Raftery-Lewis value
- Replies: 2
- Views: 10912
Re: Interpretation of the Raftery-Lewis value
Thank you Bill - very helpful.
- Fri Jun 21, 2019 11:17 am
- Forum: runmlwin user forum
- Topic: Interpretation of the Raftery-Lewis value
- Replies: 2
- Views: 10912
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-...
- Tue Jun 18, 2019 1:54 pm
- Forum: runmlwin user forum
- Topic: Problem with savechains(filename , replace)
- Replies: 4
- Views: 5704
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
Using the development version of runmlwin.ado made no difference. Adding extension .dta solved the problem.
Thanks
Rach
- Thu Jun 13, 2019 4:49 pm
- Forum: runmlwin user forum
- Topic: Problem with savechains(filename , replace)
- Replies: 4
- Views: 5704
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...