Dear all, I am writing an R code to fit a Bayesian mixed logit (BML) via MCMC / MH algorithms following Train (2009, ch. 12).
Unfortunately, after many draws the covariance matrix of the correlated random parameters tend to become a matrix with almost perfect correlation, so I think there is a bug in the code I wrote but I do not seem to be able to find it.. dull I know. Has anybody written a code for BML with R and would like to share it with me or even take a quick look at my code? I would be extremely grateful for any help. Many thanks to everybody! Carlo *************************************** Senior Research Associate Centre for Social and Economic Research on the Global Environment (CSERGE), ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
