Re: [R] Metropolis acceptance rates
Hi Michael, Actually I was wrong in the initial mail. rbprobitGibbs uses the Gibbs Sampler. I think the rhierbinLogit does the Logit model which uses a Metropolis hastings approach uses the acceptance rate and the function outputs the rejection rate in the output list. So you are not required to change the source code. HTH ANup Michael Margolis <[EMAIL PROTECTED]> wrote: Is there a way to recover Metropolis-step acceptance rates AFTER completing posterior draws? The immediate application is in the probit.bayes and logit.bayes models used by Zelig... which I believe is merely calling MCMCpack. So one strategy, to which I am fixing to resort, is to call, say, MCMClogit with verbose set to mcmc (or mcmc divided by an integer) and then look at my screen. But it seems odd that this datum is not being put into output objects, so I wonder if I'm missing something. Plus sometimes I can save the output object, but then the power goes out and what's on screen is gone forever. Thanks, Michael Michael Margolis Profesor Investigador Escuela de Economía Universidad de Guanajuato UCEA-Campus Marfil, Fracc 1 El Establo, Guanajuato, Gto. CP 36250 Mexico (52)(473) 735 29 25 Ext. 2858 [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Metropolis acceptance rates
Hi Michael, If you are using the standard logit or probit model, it is fairly easy to save the acceptance rate after each draw. I would recommend using the "bayesm" package as the source code is easy to manipulate. For instance in the probit function (rbprobitGibbs), you need to include a couple of lines of code to save the acceptance rate. I'm sure it is possible with the other packages as well. HTH Anup Michael Margolis <[EMAIL PROTECTED]> wrote: Is there a way to recover Metropolis-step acceptance rates AFTER completing posterior draws? The immediate application is in the probit.bayes and logit.bayes models used by Zelig... which I believe is merely calling MCMCpack. So one strategy, to which I am fixing to resort, is to call, say, MCMClogit with verbose set to mcmc (or mcmc divided by an integer) and then look at my screen. But it seems odd that this datum is not being put into output objects, so I wonder if I'm missing something. Plus sometimes I can save the output object, but then the power goes out and what's on screen is gone forever. Thanks, Michael Michael Margolis Profesor Investigador Escuela de Economía Universidad de Guanajuato UCEA-Campus Marfil, Fracc 1 El Establo, Guanajuato, Gto. CP 36250 Mexico (52)(473) 735 29 25 Ext. 2858 [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Metropolis acceptance rates
Is there a way to recover Metropolis-step acceptance rates AFTER completing posterior draws? The immediate application is in the probit.bayes and logit.bayes models used by Zelig... which I believe is merely calling MCMCpack. So one strategy, to which I am fixing to resort, is to call, say, MCMClogit with verbose set to mcmc (or mcmc divided by an integer) and then look at my screen. But it seems odd that this datum is not being put into output objects, so I wonder if I'm missing something. Plus sometimes I can save the output object, but then the power goes out and what's on screen is gone forever. Thanks, Michael Michael Margolis Profesor Investigador Escuela de Economía Universidad de Guanajuato UCEA-Campus Marfil, Fracc 1 El Establo, Guanajuato, Gto. CP 36250 Mexico (52)(473) 735 29 25 Ext. 2858 [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
