Hi all
I am currently trying to run a 2-level model using runmlwin with a random intercepts and a random slope. My goal is to run this model in the MCMC mode.
All the variance estimates under the Random-effects Parameters are zero which do not imply to run the model in MCMC mode. The error which I am having is "MCMC Error 0315: Prior variance matrix is not positive definite".
How to rectify this problem?
Regards,
Shujaa Waqar
This a well know problem and you have to intervene to change the covariances to zero and the variances to a small non-negative value of say 0.001; you do this from inside MLwiN by right clicking on the offending estimate and giving it a more appropriate starting value.
Technically the variance covariance matrix cannot be inverted, either because of a variance that is negative or zero and/or because the covariance implies a correlation outside the range of -1 to +1 - this is due to IGLS algorithm not finding a good estimate and that is why you have switched to MCMC ; the fixed part estimates are usually OK. The underlying cause is usually an overly complex random part given how many units ( that is power) you have in that part of the model. MLwiN also assumes that you have sorted (and carried the rest of the data) on the units that form the structure of your model - check in Hierarchy.
See mcmc chapter in this
Book Developing multilevel models for analysing contextuality, he...
This a well know problem and you have to intervene to change the covariances to zero and the variances to a small non-negative value of say 0.001; you do this from inside MLwiN by right clicking on the offending estimate and giving it a more appropriate starting value.
Technically the variance covariance matrix cannot be inverted, either because of a variance that is negative or zero and/or because the covariance implies a correlation outside the range of -1 to +1 - this is due to IGLS algorithm not finding a good estimate and that is why you have switched to MCMC ; the fixed part estimates are usually OK. The underlying cause is usually an overly complex random part given how many units ( that is power) you have in that part of the model. MLwiN also assumes that you have sorted (and carried the rest of the data) on the units that form the structure of your model - check in Hierarchy.
See mcmc chapter in this
Book Developing multilevel models for analysing contextuality, he...
Likely you have locally unidentified model. Try running after fixing some parameters.
Hope this helps,,
Matt
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