R2MLwiN and starting values for MCMC estimation
Posted: Mon Jul 28, 2014 2:30 pm
Hi,
I'm estimating a multilevel mixed (2 continuous, 2 binary) model using R2MLwiN.
The model runs fine when estimated by RIGLS. However, when I try estimating the same model using MCMC, I get:
MCMC Error 0315: Prior variance matrix is not positive definite
The most common suggestion here in the forum [http://www.bris.ac.uk/cmm/software/supp ... html#c1096] is to set the off-diagonal elements (covariances) to zero.
I tried to do that using R2MLwiN by specifing the starting values for the level-2 covariance matrix (code below). However, the error persists. I wonder whether the specification below is wrong or whether setting covariance=0 does not fix my problem?
init<-diag(4)
model<- runMLwiN(Formula ="c(walk1, QOL1, probit(death,denomb1), probit(NYHA_bin,denomb2)) ~
(0s|cons+CRT+SEX+CRTMALE) + (1s|cons.walk1 + cons.QOL1) + (2s|cons)",
D=c("Mixed","Normal","Normal","Binomial","Binomial"),
levID = c("STUDYID", "USUBJID"), indata = data.cca,
estoptions=list(x64=TRUE, EstM=1, mcmcMeth = list(fixM = 1, residM = 1,
Lev1VarM = 2, OtherVarM=2), startval=list(RP.v=init)), MLwiNPath = 'C:/Program Files (x86)/MLwiN v2.29')
Any help would be much appreciated.
Manny
I'm estimating a multilevel mixed (2 continuous, 2 binary) model using R2MLwiN.
The model runs fine when estimated by RIGLS. However, when I try estimating the same model using MCMC, I get:
MCMC Error 0315: Prior variance matrix is not positive definite
The most common suggestion here in the forum [http://www.bris.ac.uk/cmm/software/supp ... html#c1096] is to set the off-diagonal elements (covariances) to zero.
I tried to do that using R2MLwiN by specifing the starting values for the level-2 covariance matrix (code below). However, the error persists. I wonder whether the specification below is wrong or whether setting covariance=0 does not fix my problem?
init<-diag(4)
model<- runMLwiN(Formula ="c(walk1, QOL1, probit(death,denomb1), probit(NYHA_bin,denomb2)) ~
(0s|cons+CRT+SEX+CRTMALE) + (1s|cons.walk1 + cons.QOL1) + (2s|cons)",
D=c("Mixed","Normal","Normal","Binomial","Binomial"),
levID = c("STUDYID", "USUBJID"), indata = data.cca,
estoptions=list(x64=TRUE, EstM=1, mcmcMeth = list(fixM = 1, residM = 1,
Lev1VarM = 2, OtherVarM=2), startval=list(RP.v=init)), MLwiNPath = 'C:/Program Files (x86)/MLwiN v2.29')
Any help would be much appreciated.
Manny