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!
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Major difference between frequentist and HB results for apollo_mnl component
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Re: Major difference between frequentist and HB results for apollo_mnl component
Tomas
can you share the output as a first step, please?
Thanks
Stephane
can you share the output as a first step, please?
Thanks
Stephane
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Re: Major difference between frequentist and HB results for apollo_mnl component
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
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
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Re: Major difference between frequentist and HB results for apollo_mnl component
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
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
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Re: Major difference between frequentist and HB results for apollo_mnl component
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
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
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Re: Major difference between frequentist and HB results for apollo_mnl component
Sure, happy to look if you can share your code and data by e-mail