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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: constant) ///
nopause initsprevious ///
mcmc(on savechains(chain_pdiffpx_SE, replace))

The model is estimated but then it crashes just before it can return the results
to the screen. The error is "file chain_pdiffpx_SE.dta not found
r(601);". The same error occurs if I omit the suboption replace.

I am using Stata version 15.1, *! runmlwin.ado, George Leckie and Chris
Charlton, 09Feb2018.

Thank you for your time.

Before we start to look into this too closely could you please try your model with the development version of runmlwin.ado (available from https://bitbucket.org/cmm_stata/runmlwin/src/master/) and let us know whether the same problem occurs there?

One other thing to check is whether adding the ".dta" file extension to the end of specified file name fixes this for you.

Hi Chris,

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

Thanks
Rach

Thanks for the confirmation. I have now updated the development version so that if no file extension is specified it will add ".dta" to the name that the user specified.