Relatively simple MCMC logistic model needs many iterations
Posted: Tue Jan 23, 2018 1:15 pm
As a first step in my analyses, I am running relatively simple logistic regression models using MCMC estimation.
My simplest model has one outcome, N=4249 at level 1, N=232 at level 2, N=99 at level 3.
Even for this model, Nhat keeps increasing and convergence does not seem to be able to be reached especially for RP2 and RP3. Last night I even run my analyses with 1.000.000 iterations (and also a burn-in of 1.000.000), but now Nhat is at 5.000.000 for some outcome variables.
Basically, it keeps increasing (went from the standard settings to larger and larger and larger number of iterations, but Nhat keeps increasing as I run with more iterations).
Similar stuff happens for slightly more complex models (with 3 fixed effects and 2 interactions, same outcome variables).
Is it juts a matter of increasing the burnin/N iterations more and more, or should I do something different?
My simplest model has one outcome, N=4249 at level 1, N=232 at level 2, N=99 at level 3.
Even for this model, Nhat keeps increasing and convergence does not seem to be able to be reached especially for RP2 and RP3. Last night I even run my analyses with 1.000.000 iterations (and also a burn-in of 1.000.000), but now Nhat is at 5.000.000 for some outcome variables.
Basically, it keeps increasing (went from the standard settings to larger and larger and larger number of iterations, but Nhat keeps increasing as I run with more iterations).
Similar stuff happens for slightly more complex models (with 3 fixed effects and 2 interactions, same outcome variables).
Is it juts a matter of increasing the burnin/N iterations more and more, or should I do something different?