Hi all,

 

I have been running some Bayesian HLM's with multiple latent variables
lately and seem to have hit a wall.  Virtually all of the time series of the
Markov chains look well-behaved and seem to converge after a reasonable
burn-in, however one vector of coefficients wobbles and bobbles all over the
parameter space, regardless of how many iterations I allow.  I have checked
my code over and over again, but it looks right.  I tried different starting
values.  All of this to no avail.  Has anyone had this kind of problem
before and, if so, any remedies?

 

Thanks,

 

Adam

 

P.S. I didn't use WinBUGS, so I can't post the code easily. I wrote the
sampler myself in C++.

 

Adam Ramey

Department of Political Science

Harkness Hall 338

University of Rochester
Rochester NY 14627-0146
Phone: 585-273-1678 

Fax: 585-271-1616

E-mail:  <mailto:[log in to unmask]> [log in to unmask]

 


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