Dear R-List, I apologize for not posting a reproducible example - the reason is that I actually do not succeed in reproducing my specific problem with generated data. Let me still describe the problem: I want to impute missing data using the "pan" package. a) It works, when I use a fraction of my data (e.g. 200 out of 44000 cases) b) It works, when I generate a dataset of equal size as the original based on my empirical means and covs using "mvrnorm" package. c) It works, when I use "norm" instead of "pan" (though I used the stand-alone package - I do not know whether it makes a difference) BUT R CRASHES without log after about 30 minutes whenever I try imputation on my original dataset using "pan". This is the code I used: library(pan) level2<-DF$l2.id #specify my level 2 ID in my dataframe (DF) subj<-match(level2,unique(level2)) #number the level 2 units from 1:n y<-as.matrix(DF[-1]) #specify the variables to be used for imputation pred <- matrix( rep( 1 , nrow(y) ) , ncol= 1) #specify predictor matrix xcol <- 1 #col with fixed effect in pred zcol <- 1 #col with random effect in pred prior <- list( a=ncol(y), #non-informative prior Binv= diag( rep(1,ncol(y) ) ) , c= ncol(y) * length(zcol) , Dinv= diag( rep(1 ,ncol(y)*length(zcol) ) ) ) imput1 <- pan(y,subj,pred,xcol,zcol,prior,seed= 13579 ,iter= 1000) #run first imputation ...after 30 minutes: CRASH (R ends automatically, Rgui is closed without log) Is there a way to identify the source of such a problem? Or any idea what could be the problem? Thank you in advance. Best wishes Alain [[alternative HTML version deleted]]