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Would it be possible to email me the syntax and data so that I can attempt to replicate this and determine whether the problem is in runmlwin or MLwiN?

I'm glad that you have now managed to get it working to some degree.

The MCMC diagnostic plugin is also used when reporting the model results to calculate statistics such as the ESS from the parameter chains. There is a nodiagnostics option which prevents these from being calculated and instead ...

That should be the only other place that plugin is used. Is it possible that you have forgotten to run the discard command after editing the ado file, to make Stata reload it with your changes?

You can work around this second plugin issue by replacing all references of runmlwin_quietshell with shell . This will however mean that runmlwin can't be run in Stata batch mode. The final plugin that might cause an issue is the MCMC diagnostics plugin. Unfortunately there is currently no ...

I am still not sure what is causing this as we have run this on a similar setup without issues.

It possible that it can't find the correct C runtime library. We should be using the one that comes with Stata, however if not you could install this from http://www.microsoft.com/download/en/details ...

This message is a little puzzling. Could you try the following and let us know the results:

1) Make sure that the file has downloaded correctly. To do first run the following Stata command:

checksum "c:\ado\plus\r\runmlwin_getversion.plugin"

Assuming that you're running on a 32-bit system, if ...

This appears to be a bug, and will be fixed in the next released version of runmlwin. In the mean time you can work around it by running the following in Stata prior to calling runmlwin:

recast float obsno

Alternatively if you are comfortable editing the runmlwin.ado file you can change the ...

runmlwin does not currently allow this to be set, however we could look into adding it as an option in a future release.

At what point did you get the message 'Obey command is not available when batch excecution is PAUsed'? I would only expect this message to occur if you tried to run another macro while MLwiN was waiting for you to choose the "resume macro" or "abort macro" buttons. If you are doing nothing more than ...

I'm not sure whether it's related, but there are a couple of errors in your input. In the first attempt you appear to have an extra quote at the beginning of the ISAV command. In the second version you appear to be defining school twice in the auxiliary variables (this may be due to selecting it as ...