Page 1 of 1

Random Walk Metropolis

PostPosted: Fri Jul 20, 2012 7:10 pm
by sidus87
I estimated my model using mode_compute=6 (which takes around 45 minutes). Since the acceptance rate during the Metropolis-Hastings is too low, i need to lower the scale parameter. The question is: is there a way to go directly to the M-H using the values previously estimated?

Re: Random Walk Metropolis

PostPosted: Fri Jul 20, 2012 9:11 pm
by jpfeifer
Try using mode_compute=0 and providing the mode-file using the mode_file option of estimation. See the manual.