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metrop
2006 Feb 08
0
bayesm, rmnlIndepMetrop
Hi,
I tried to use rmnlIndepMetrop (bayesm package) for my MNL model with 4
choice alternatives, 5 independent variables, 69 observations,
dim(X) [1] 276 5, nu=6. So I run such code:
if(nchar(Sys.getenv("LONG_TEST")) != 0) {R=2000} else {R=10}
set.seed(66)
df=read.table("X_metrop.dat",header=TRUE)
inp=as.matrix(df)
y=as.numeric(inp[,1])
n=length(y)
p=4
nvar=ncol(X)
X=cbind(1,inp[,2:5])
XTXI=chol2inv(chol(crossprod(X)))
bhat=XTXI%*%t(X)%*%y
#create X matrix with dim nobs*p x nvar
index=1:n
index2=rep(index,p)
index3=sort(index2)
X=X[index3,]
beta=array(bha...