MCMC estimation
Posted: Fri Apr 08, 2011 8:29 am
Hi,
I am currently running some analyses with runmlwin and mcmc estimation. Since mcmc options are not included in the help file yet, is there anything more to regard than the burn in / chain length and starting values option ?
Currently I set up a hierarchical three level model with PISA data (28 countries, about 9 000 schools, 200 000 students). I started with a burn in of 500 and a chain length of 5 000. The trajectory plots showed high autocorrelation for the intercept and the level three predictor, so I increased both paramters to 5 000 and
500 000. Since these models take a lot of time, is it possible to adjust the thinning factor?
And is it possible, besides the diagnostic plots, to get the numerical diagnostics (Brooks-Draper, Raftery-Lewis)?
I would also be interested in estimating cross classified models with mcmc in the future!
Thanks a lot and best wishes,
Janna
I am currently running some analyses with runmlwin and mcmc estimation. Since mcmc options are not included in the help file yet, is there anything more to regard than the burn in / chain length and starting values option ?
Currently I set up a hierarchical three level model with PISA data (28 countries, about 9 000 schools, 200 000 students). I started with a burn in of 500 and a chain length of 5 000. The trajectory plots showed high autocorrelation for the intercept and the level three predictor, so I increased both paramters to 5 000 and
500 000. Since these models take a lot of time, is it possible to adjust the thinning factor?
And is it possible, besides the diagnostic plots, to get the numerical diagnostics (Brooks-Draper, Raftery-Lewis)?
I would also be interested in estimating cross classified models with mcmc in the future!
Thanks a lot and best wishes,
Janna