MCMC diagnosis trajectories
Posted: Sat Oct 01, 2016 9:56 pm
I use MCMC (burnin=5000, chain=50000) to estimate a three-level logistic model with unbalanced panel data(the first level is observation; the second is individual; the third is neighbourhood). After the estimation finished, the diagnosis "trajectories" gave a error message: "Unhandled exception has occurred in your application...." I tried to adjust MCMC parameters, but "trajectories" still did not work. There are about 20 independent variables, more than 50,000 observations and two neighbourhood level random coefficients in the model. Is anyone know what is the problem? Thank you very much!