你的程序多处有小错（拼写错误，多个大括号，少个大挂号等等），我尽力改了，现在能运行（当然我没读你的程序，所以不知结果是否符合你的需要）。凡是改过的地方都加了注释，见后面多出有"#"的地方。

model{
#observation model
      for(j in 1:J){
       for(t in 1:T){
            y[j,t]~dnorm(mu[j,t],tauy[j])
            mu[j,t]<-beta0[j,t]+beta1[j,t]*I[j,t]+beta2[j,t]*L[j,t]+beta3[j,t]*IL[j,t]
    }
}
#state model
       for(j in 1:J){
         for(t in 2:T){
           beta0[j,t]~dnorm(mu.0[j,t],tau0[j])
           beta1[j,t]~dnorm(mu.1[j,t],tau1[j])
           beta2[j,t]~dnorm(mu.2[j,t],tau2[j])
           beta3[j,t]~dnorm(mu.3[j,t],tau3[j])
     mu.0[j,t]<-beta0[j,t-1]+gam0[j]*E[j,t]+gam4[j]*E[j,t-1]        
    mu.1[j,t]<-beta1[j,t-1]+gam1[j]*E[j,t]+gam5[j]*E[j,t-1]
     mu.2[j,t]<-beta2[j,t-1]+gam2[j]*E[j,t]+gam6[j]*E[j,t-1]        
    mu.3[j,t]<-beta3[j,t-1]+gam3[j]*E[j,t]+gam7[j]*E[j,t-1]
     }
}
#measurement equation model
       for(t in 1:T){
        for(j in 1:J){
         for(i in 1:N){
           x[j,t,i]~dnorm(mu.x[j,t,i],psi[j,i])
          ephat[j,t,i]<-x[j,t,i]-mu.x[j,t,i]
}
     mu.x[j,t,1]<-lamda1[j]*E[j,t]        
    mu.x[j,t,2]<-lamda2[j]*E[j,t]
     mu.x[j,t,3]<-lamda3[j]*E[j,t]
     E[j,t]~dnorm(0,1)
}
}
# } # delete this one
#priors on observation model
   for(j in 1:J){
     beta0[j,1]~dnorm(0.0,1.0)
     beta1[j,1]~dnorm(0.0,1.0)
     beta2[j,1]~dnorm(0.0,1.0)
     beta3[j,1]~dnorm(0.0,1.0)  
     gam0[j]~dnorm(0.0,1.0)
     gam1[j]~dnorm(0.0,1.0)
     gam2[j]~dnorm(0.0,1.0)
     gam3[j]~dnorm(0.0,1.0)
     gam4[j]~dnorm(0.0,1.0)
     gam5[j]~dnorm(0.0,1.0)
     gam6[j]~dnorm(0.0,1.0)
     gam7[j]~dnorm(0.0,1.0)
     lamda1[j]~dnorm(0.0,1.0)
     lamda2[j]~dnorm(0.0,1.0)
     lamda3[j]~dnorm(0.0,1.0)  
     tauy[j]~dgamma(1.0,1.0) #change fr tau.y to tauy
     tau0[j]~dgamma(1.0,1.0)
     tau1[j]~dgamma(1.0,1.0)
     tau2[j]~dgamma(1.0,1.0)
     tau3[j]~dgamma(1.0,1.0)
}
     for(j in 1:J){
     for(i in 1:N){
     psi[j,i]~dgamma(1.0,1.0)
     sgm[j,i]<-1/psi[j,i]
}
} # add this one
}#end of model

Data
list(T=9,N=3,J=2,
       x=structure(
                .Data=c(0.23,0.65,0.76,0.19,0.59,0.70,0.42,0.68,0.64,0.39,0.79,0.59,
                              0.23,0.65,0.76,0.19,0.59,0.70,0.42,0.68,0.64,0.39,0.79,0.59,
                              0.41,0.81,0.61,0.49,0.80,0.58,0.38,0.74,0.51,0.40,0.79,0.49,
                              0.36,0.83,0.52,0.41,0.81,0.61,0.49,0.80,0.58,0.38,0.74,0.51,
                              0.40,0.79,0.49,0.36,0.83,0.52),
                .Dim=c(2,9,3)),   # change from .Dim=c(9,3,2)
       y=structure( # correct spelling error, i.e. change from structyre(
              .Data=c(150,136,143,154,135,148,128,149,146,150,136,143,154,135,148,128,149,146),
              .Dim=c(2,9)),  # change from .Dim=c(9,2)
       I=structure(
              .Data=c(0.38,0.62,0.56,0.39,0.61,0.4,0.53,0.42,0.46,0.38,0.62,0.56,0.39,0.61,0.4,0.53,0.42,0.46),
              .Dim=c(2,9)),  # change from .Dim=c(9,2)
       L=structure(
             .Data=c(85,70,80,88,68,82,63,84,86,85,70,80,88,68,82,63,84,86),
              .Dim=c(2,9)),  # change from .Dim=c(9,2)
       IL=structure(
              .Data=c(32.3,43.4,44.8,34.32,41.48,32.8,33.39,35.28,39.56,32.3,43.4,44.8,34.32,41.48,32.8,33.39,35.28,39.56),
              .Dim=c(2,9)))  # change from .Dim=c(9,2)

谢谢老师