ESS in MCMC
Posted: Thu Oct 28, 2010 10:51 am
Hi Guys,
I am running multinomial single level models using MCMC and wanted to know what the minimum acceptable ESS is for MCMC convergence. I seem to remember this being discussed in the workshop and cant remember they said either 50 or 500 I am not sure, anyone know?
If not, then also can you tell me if its ok to use IGLS for a SL multinomial model? Do I have to use MCMC or does it not matter?
Also I wanted to know whether it is ok to do X2 tests on fixed effects levels in Multinomial models, I know its ok in binomial models but not sure if there is any reason why I shouldnt do this in Multinomial.
Thanks
Emma
I am running multinomial single level models using MCMC and wanted to know what the minimum acceptable ESS is for MCMC convergence. I seem to remember this being discussed in the workshop and cant remember they said either 50 or 500 I am not sure, anyone know?
If not, then also can you tell me if its ok to use IGLS for a SL multinomial model? Do I have to use MCMC or does it not matter?
Also I wanted to know whether it is ok to do X2 tests on fixed effects levels in Multinomial models, I know its ok in binomial models but not sure if there is any reason why I shouldnt do this in Multinomial.
Thanks
Emma