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ugo
2008 Apr 08
2
Metropolis acceptance rates
Is there a way to recover Metropolis-step acceptance rates AFTER
completing posterior draws?
The immediate application is in the probit.bayes and logit.bayes
models used by Zelig... which I believe is merely calling MCMCpack.
So one strategy, to which I am fixing to resort, is to call, say,
MCMClogit with verbose set to mcmc (or mcmc divided by an integer)
and then look at my screen.