Geweke test error when mh_nblocks=1 & mh_drop large
Posted: Fri Jan 24, 2014 2:52 pmDear all,
I've encountered an error in Geweke test: in estimation, given mh_nblocks=1, when I increase mh_drop to 0.9 from e.g. 0.5 then, regardless of whether mh_replic is large or small and for both Dynare 4.4.0 and 4.4.1, an error shows up:
The estimation code is:
I've encountered an error in Geweke test: in estimation, given mh_nblocks=1, when I increase mh_drop to 0.9 from e.g. 0.5 then, regardless of whether mh_replic is large or small and for both Dynare 4.4.0 and 4.4.1, an error shows up:
- Code: Select all
Geweke (1992) Convergence Tests, based on means of draws 540000 to 648000 vs 810000 to 600000.
p-values are for Chi2-test for equality of means.
Parameter Post. Mean Post. Std p-val No Taper p-val 4% Taper p-val 8% Taper p-val 15% Taper
Index exceeds matrix dimensions.
Error in McMCDiagnostics (line 111)
param_draws1 =
param_draws(first_obs_begin_sample:last_obs_begin_sample,:);
The estimation code is:
- Code: Select all
estimation(order=1,datafile=ctwData14_2000_2007, mh_replic=600000, mh_nblocks=1, mh_drop=.9, mh_jscale=0.2,
mode_compute=6, nodisplay, mode_check);