check plot

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check plot

Postby chiara » Tue Nov 02, 2010 11:00 am

Hi,
I have a problem with the check plot. What does it mean when I can see only the loglik kernel, but not the log-post?
Thank you so much,
Chiara
chiara
 
Posts: 3
Joined: Tue Nov 02, 2010 10:51 am

Re: check plot

Postby StephaneAdjemian » Thu Nov 04, 2010 8:49 am

Dear Chiara,

This happens because in some cases we cannot distinguish the posterior kernel and the likelihood. You will get this kind of plots if the likelihood is picked in a region where the prior is flat.

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
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Location: Paris, France.

Re: check plot

Postby chiara » Thu Nov 04, 2010 12:50 pm

Thank you for your answer.
I am sorry, but I have another stupid question. Is it possible that this problem induces the result of 0 standard deviation in the posterior maximization? Which could be the causes of this problem? What I have to do?
Thank you so much,
Chiara
chiara
 
Posts: 3
Joined: Tue Nov 02, 2010 10:51 am

Re: check plot

Postby StephaneAdjemian » Tue Nov 09, 2010 8:18 am

No, these issues are not related... Zero posterior standard deviations are generally a consequence of a failure of the optimization step. You may try the following:

(1) Change the initial condition of the optimization routine (default is the prior mode)
(2) Change the priors
(3) Change the optimization routine

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.

Re: check plot

Postby chiara » Tue Nov 09, 2010 8:57 am

Thank you so much!
Chiara
chiara
 
Posts: 3
Joined: Tue Nov 02, 2010 10:51 am


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