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Random Walk Metropolis
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Random Walk Metropolis
by sidus87 » Fri Jul 20, 2012 7:10 pm
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?
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Re: Random Walk Metropolis
by jpfeifer » Fri Jul 20, 2012 9:11 pm
Try using mode_compute=0 and providing the mode-file using the mode_file option of estimation. See the manual.
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