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how long does an estimation?

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how long does an estimation?

Postby cjcostaj » Sat May 03, 2014 12:52 pm

Good morning,

I have a model with 11 Observable variables and data size 76.
How long does estimation? Bayesian estimation.

Best regards

Celso
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Re: how long does an estimation?

Postby jpfeifer » Tue May 06, 2014 6:51 pm

It depends on i) the size of your state space, ii) the number of replications you want if you are doing Bayesian estimation, and iii) the quality of your starting values for mode-finding. Anything is possible from a few minutes to several days.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: how long does an estimation?

Postby cjcostaj » Thu May 08, 2014 5:32 pm

Thank you, very much.
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