search for: mcmcregress

Hi, A question. When I run gelman.diag and gelman.plot with mcmc lists obtained from MCMCregress, the results are following. > post.R <- MCMCregress(Size~Age+Status, data = data, burnin = 5000, mcmc = 100000, + thin = 10, verbose = FALSE, beta.start = NA, sigma2.start = NA, + b0 = 0, B0 = 0, nu = 0.001, delta = 0.001) > post1.R <- MCMCregress(Size~Age+Status, da...

Hello, I'd like to perform a regression using MCMCregress (MCMCpack). One variable therefore should be a function rather than a variable: I want to use X as an input and X should be defined as a random number between to values. Therefore I want to use the function runif like: X <-(1, Xa, Xb) but it seems that runif doesn't allow to use vectors. So...

Dear All I try to use your R package MCMCpack and I have encountered the following problem: The following code works fine: library(MCMCpack) line <- list(X = c(-2,-1,0,1,2), Y = c(1,3,3,3,5)) posterior1 <- MCMCregress(X~Y, data=line) summary(posterior1) But as long as I try the following lines library(MCMCpack) line <- list(X = c(-2,-1,0,1,2), Y = c(1,3,3,3,5)) posterior2 <- MCMCregress(paste(?X?,?Y?,sep=?~?), data = line) summary(posterior2) I get the following error message: &...

...all, by looking at the values for PostProbMod(BF), one can say that higher posterior probability indicates the better model. Once again, thank you very much for the time you have given. I am looking forward for your reply. Regards, Deb R Code: library(MCMCpack) data(birthwt) model1 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke + ht, data=birthwt, b0=c(2700, 0, 0, -500, -500, -500, -500), B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=50000) model2 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke, data=birthwt,...

Hello, thank you very much for your previous answers about the C++ code. I am interested in the application of the Gibbs Sampler in the IRT models, so in the function MCMCirt1d and MCMCirtkd. I've found the C++ source codes, as you suggested, but I cannot find anything about the Gibbs Sampler. All the files are for the Metropolis algorithm. Maybe I am not able to read them very well, by the

...llow up a question from last week. Here what I've done so far (here an example): library(MCMCpack) Y=c(15,14,23,18,19,9,19,13) X1=c(0.2,0.6,0.45,0.27,0.6,0.14,0.1,0.52) X2a=c(17,22,21,18,19,25,8,19) X2b=c(22,22,29,34,19,26,17,22) X2 <- function()runif(length(X2a), X2a, X2b) model1 <- MCMCregress(Y~X1+X2()) summary(model1) but I am not sure if my X2-function is working in the MCMCpack? Is a random number drawn each iteration step? I don't think so as the results are varying greatly if I run the script several times. Is there any other way to do several thousand runs of a linear regre...

...k] g++ -o MCMCpack.so distributions.o ide.o la.o lecuyer.o MCMCdistn.o MCMCdynamicEI.o MCMCfactanal.o MCMCfcds.o MCMChierEI.o MCMCirt1d.o MCMClogit.o MCMCmetrop1R.o MCMCmixfactanal.o MCMCmnlMH.o MCMCmnlslice.o MCMCoprobit.o MCMCordfactanal.o MCMCpanel.o MCMCpoisson.o MCMCprobit.o MCMCprobitres.o MCMCregress.o MCMCrng.o MCMCtobit.o mersenne.o optimize.o rng.o smath.o stat.o -L/usr/lib/R/lib -lR /usr/lib/gcc-lib/i486-linux/3.3.5/../../../crt1.o(.text+0x18): In function `_start': ../sysdeps/i386/elf/start.S:98: undefined reference to `main' collect2: ld returned 1 exit status make: *** [MCMCpac...

...720456 0.1994251 0.3167116 0.8753761 # Proposed way to determine effect size: simulate outcomes for each # treatment level assuming the covariate to have a fixed value (here # its mean value after standardization: zero) library(MCMCpack) no.of.sims <- 10000 sims.model <- MCMCregress(model, mcmc=no.of.sims) sims.model[1:2,] (Intercept) treatment1 treatment2 scale(covariate) sigma2 [1,] -0.1780735 0.2024111 0.3395233 0.8682119 0.002617449 [2,] -0.1521623 0.1773623 0.2956053 0.8764573 0.003529013 sims.treat0 <- rnorm(no.of.sims, sims.model[,"...

Dear List, Just wondering, is there a Bayesian version of weighted regression available in the literature (to handle survey weights, say)? If yes, could you suggest me a reference? Does MCMCregress handle weights? cheers, Ehsan