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Hi, I've fitted a trivariate cross-classified model using MCMC. I've been asked to calculate classical p-values for the joint test that a fixed-effect coefficient in the model equals 0 for all 3 dependent variables. For example, after fitting a nested model using RIGLS, I can use STATA command test ...

Thanks Bill for your reply. I suspected my idea wasn't quite right. So to predict for individuals should I amend step 2 (in particular part b) as follows: 2) For each MCMC iteration: (a) Draw a random intercept at level 3 and at level 2 (from a multivariate normal distribution) using the current est...

Hello, Using MCMC I have fitted a multivariate normal 3-level cross-classified model with random intercepts at each level. In my data, surgeons have conducted eye-operations, where a patient may have had a single eye operation or two separate eye operations conducted by the same surgeon or different...

Dear Chris, Thank you for your reply. To be clear, this current problem is regarding a saved chain datafile generated using the latest runmlwin software. I re-run the model and using ereturn I verified that the e(Method) was "MCMC". In the same Stata session I then opened the saved chains ...

Hi, I am using version 17th June 2019 for runmlwin and mcmcsum. I've fitted a cross classified model using MCMC (with hierarchical centring) and saved the chains. When I run the command "mcmcsum FP1_constant_1" I get error message "The runmlwin model must be fitted using MCMC". m...

Thank you Bill - very helpful.

I have fitted a 3-level cross-classified model using MCMC with 5000 burn-in and 50,000 chain. I have used runmlwin and mcmcsum to examine the MCMC chain. Due to auto-correlation the reported effective sample size is only 1961. The Raftery-Lewis value (for 2.5 percentile) is 19445. Does this Raftery-...

Hi Chris,

Using the development version of runmlwin.ado made no difference. Adding extension .dta solved the problem.

Thanks
Rach

I hope you can help me with the following problem. Using the Stata version of runmlwin, I am fitting a 2-level model using mcmc where I would like to save the chains of the parameter estimates. My runmlwin code is runmlwin pdiff_px constant, /// level2(surgeonid: constant) /// level1(level1id: const...