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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 winbugs及其他软件专版
4438 2
2014-06-26
模型运行成功,怎样判断是否收敛呢?
知道监测变量服从正态分布,不知道mu和tau,这种情况怎么处理,在程序中该怎么表达?
因变量可以作为随机变量(模型参数)进行监测吗?这样做怎么提示“undefined real result”?
请知道的给解释下,万分感谢!!!
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2014-6-26 21:05:59
The Error message 'undefined real result' indicates numerical overflow. Possible reasons include:
  • Initial values generated from a 'vague' prior distribution may be numerically extreme - specify appropriate initial values;
  • Numerically impossible values such as log of a non-positive number - check, for example, that no zero expectations have been given when Poisson modelling;
  • Numerical difficulties in sampling.


Possible solutions include:
  • Better initial values;
  • More informative priors - uniform priors might still be used but with their range restricted to plausible values;
  • Better parameterisation to improve orthogonality;
  • Standardisation of covariates to have mean 0 and standard deviation 1.

Probit models are particularly susceptible to this problem, i.e. generating undefined real results. If a probit is a stochastic node, it may help to put reasonable bounds on its distribution, e.g.

probit(p) <- delta
delta ~ dnorm(mu, tau)I(-5, 5)
This trap can sometimes be escaped from by simply clicking on the update button. The equivalent construction
   p <- phi(delta)
may be more forgiving.

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2014-7-19 22:08:11
bugs确实很难学啊
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