Interpretation of the Raftery-Lewis value
Posted: Fri Jun 21, 2019 11:17 am
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-Lewis value tell me that I need at least 19,445 iterations or 19,445 effective (independent) iterations? In other words, is the Raftery-Lewis value telling me I need to run the chain long enough such that the effective sample size is 19,445?
Thank you for your time
Rach
Thank you for your time
Rach