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IMCMR Example 8.1

Open szcf-weiya opened this issue 5 years ago • 2 comments

same backgroud with #1 image

szcf-weiya avatar Feb 04 '21 08:02 szcf-weiya

https://github.com/szcf-weiya/MonteCarlo/blob/5b82f2035d625eb7768211c856c7b9cfb4056851/MCOptim/rand-logit.R#L132-L133

  • sample sigma comes from the following conditional dist. handwriting

https://github.com/szcf-weiya/MonteCarlo/blob/5b82f2035d625eb7768211c856c7b9cfb4056851/MCOptim/rand-logit.R#L101-L104 https://github.com/szcf-weiya/MonteCarlo/blob/5b82f2035d625eb7768211c856c7b9cfb4056851/MCOptim/rand-logit.R#L135-L136

  • sample beta might be related to the fisher's information (but seems still different. QUESTION)

szcf-weiya avatar Feb 04 '21 08:02 szcf-weiya

plot cumuplot
image image
image image

the first try (row 1) returns a larger bias in beta, and the second try (row 2) gives a larger bias of sigma.

szcf-weiya avatar Feb 04 '21 08:02 szcf-weiya