Problem with savechains(filename , replace)

[RachaelHughes]

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: constant) ///
nopause initsprevious ///
mcmc(on savechains(chain_pdiffpx_SE, replace))

The model is estimated but then it crashes just before it can return the results
to the screen. The error is "file chain_pdiffpx_SE.dta not found
r(601);". The same error occurs if I omit the suboption replace.

I am using Stata version 15.1, *! runmlwin.ado, George Leckie and Chris
Charlton, 09Feb2018.

Thank you for your time.

[ChrisCharlton]

Before we start to look into this too closely could you please try your model with the development version of runmlwin.ado (available from https://bitbucket.org/cmm_stata/runmlwin/src/master/) and let us know whether the same problem occurs there?

[ChrisCharlton]

One other thing to check is whether adding the ".dta" file extension to the end of specified file name fixes this for you.

[RachaelHughes]

Hi Chris,

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

Thanks
Rach

[ChrisCharlton]

Thanks for the confirmation. I have now updated the development version so that if no file extension is specified it will add ".dta" to the name that the user specified.