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Major difference between frequentist and HB results for apollo_mnl component

Report bugs or highlight issues with Apollo functions. At a minimum, please include the part of the output where you believe the bug is manifested. Ideally, please share your model file.
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tomas.rossetti
Posts: 18
Joined: 16 Jul 2020, 14:51

Major difference between frequentist and HB results for apollo_mnl component

Post by tomas.rossetti »

Hi David and Stephane,

I am estimating two ICLVs (different data and model specifications) where at least one of the indicators I'm interested in is a binary outcome. The measurement function for that indicator is a binary logit, and the "utility" is equal to U = c_0 + z_1 * LV. I'm also using ordered indicators with ordered probits and a "utility" equal to z_i * LV.

For one model, frequentist estimation gives z_1 = 2.2, which is reasonable and consistent with the indicator and the scale of LV. Using Bayesian estimation, z_1 "shoots up" to very high values and never stabilizes, no matter the number of iterations I give it. Something similar happens to the other ICLV.

I've tried estimating this model with and without an error term, fixing the parameters of the structural equation, etc., and this still keeps happening. My gut feeling is that this behavior is most likely due to something going on either in Apollo (running 0.2.6) or RSGHB (1.2.2).

I can share the code and data offline.

Thanks!
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: Major difference between frequentist and HB results for apollo_mnl component

Post by stephanehess »

Tomas

can you share the output as a first step, please?

Thanks

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
tomas.rossetti
Posts: 18
Joined: 16 Jul 2020, 14:51

Re: Major difference between frequentist and HB results for apollo_mnl component

Post by tomas.rossetti »

Hi Stephane,

So sorry, I just realized it was a mistake on my part. In the MNL settings, I specified ows (no r) instead of rows. I guess that produced some kind of mistake in the sampling procedure.

It might be useful to have some kind of error message for this in the future.

Thanks again
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: Major difference between frequentist and HB results for apollo_mnl component

Post by stephanehess »

Tomas

such typos would mean that the setting is ignored (and we will add a check in a future version to alert the user to this).

However, it's not clear why this would have affected your model, unless you had rows specified correctly in one model, but not in the other?

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
tomas.rossetti
Posts: 18
Joined: 16 Jul 2020, 14:51

Re: Major difference between frequentist and HB results for apollo_mnl component

Post by tomas.rossetti »

Stephane,

I can't figure out how exactly a very high z_i would fit the model better. I'll let you know if I find more information, and please let me know if you'd like to look into it yourself.

Tomás
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: Major difference between frequentist and HB results for apollo_mnl component

Post by stephanehess »

Sure, happy to look if you can share your code and data by e-mail
--------------------------------
Stephane Hess
www.stephanehess.me.uk
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