saving statistics from mcmcsum
Posted: Fri May 29, 2020 4:03 am
Am trying to save some mcmc statistics in a table output from stata…and it is not quite working.
Am using estout after using mcmcsum.
I am running this code and I am getting the right ess(effective sample size) which I believe results from the mcmcsum but do not get any values for the quantiles of the chain. The other statistics (b,se,ci_l,ci_u) are fine too.
quietly runmlwin V1 cons, level2 (clid:cons) level1 (serialno:) discrete(distribution(binomial) link(logit) denominator(cons) pql2) nopause
quietly runmlwin V1 cons, level2 (clid:cons) level1 (serialno:) discrete(distribution(binomial) link(logit) denominator(cons)) mcmc(burnin(500) chain(10000)) initsprevious nopause
estimates store model
mcmcsum
estout model, cells(b se ci_l ci_u ess p50 p97_5 p2_5) stats(N), using "G:\rv1g09May9\paper 2\output5.xls"
Can anyone spot what I am doing wrong? Or suggest an alternative?
Am using estout after using mcmcsum.
I am running this code and I am getting the right ess(effective sample size) which I believe results from the mcmcsum but do not get any values for the quantiles of the chain. The other statistics (b,se,ci_l,ci_u) are fine too.
quietly runmlwin V1 cons, level2 (clid:cons) level1 (serialno:) discrete(distribution(binomial) link(logit) denominator(cons) pql2) nopause
quietly runmlwin V1 cons, level2 (clid:cons) level1 (serialno:) discrete(distribution(binomial) link(logit) denominator(cons)) mcmc(burnin(500) chain(10000)) initsprevious nopause
estimates store model
mcmcsum
estout model, cells(b se ci_l ci_u ess p50 p97_5 p2_5) stats(N), using "G:\rv1g09May9\paper 2\output5.xls"
Can anyone spot what I am doing wrong? Or suggest an alternative?