Question about hierarchical centering and MCMC diagnostics
Posted: Tue Oct 24, 2017 1:44 pm
Dears,
I have a problem with MCMC in R2MLwiN. I want to build up three-level model with hierarchical centering (HC), but now MLwiN only allows to select one level (level-2 or level-3) to incorporate HC. The MCMC-web mentioned that it's okay to apply HC with three-level model, but I don't know how to incorporate it in R2MLwiN. Is there anyone could give some suggestions or provide some sample code?
Another problem is about the MCMC diagnostic result. When I use sixway(), it will automatically plot the diagnostic results in Graph Device. However, I have many models to check and want to extract some diagnostic indices within the graph (especially Brooks-Draper diagnostic statistics, BD). As BD() is an internal function within sixway(), just wander how to generate this statistics or is there any method to extract the BD index from the graph and then output it into a .csv file. I know that there is a mcmcsum() function in Stata which could generate BD index, is there any similar function in R?
Thanks and regards.
Diva
I have a problem with MCMC in R2MLwiN. I want to build up three-level model with hierarchical centering (HC), but now MLwiN only allows to select one level (level-2 or level-3) to incorporate HC. The MCMC-web mentioned that it's okay to apply HC with three-level model, but I don't know how to incorporate it in R2MLwiN. Is there anyone could give some suggestions or provide some sample code?
Another problem is about the MCMC diagnostic result. When I use sixway(), it will automatically plot the diagnostic results in Graph Device. However, I have many models to check and want to extract some diagnostic indices within the graph (especially Brooks-Draper diagnostic statistics, BD). As BD() is an internal function within sixway(), just wander how to generate this statistics or is there any method to extract the BD index from the graph and then output it into a .csv file. I know that there is a mcmcsum() function in Stata which could generate BD index, is there any similar function in R?
Thanks and regards.
Diva