Displaying 1 result from an estimated 1 matches for "tp4304327p4306498".
2012 Jan 17
2
bayesian mixed logit
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