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mh_mcmc

Source: R/em.R
mh_mcmc.Rd

A Metropolis-Hastings algorithm for drawing measurment errors.

Usage

mh_mcmc(
  startval = 0,
  mcmc_draws = 200,
  mcmc_burn_in = 100,
  proposal_sd = NULL,
  betmat,
  m,
  pi,
  mu,
  sig,
  y,
  x,
  tau
)

Arguments

startval

The first value in the markov chain

mcmc_draws

The total number of measurement error draws to make

mcmc_burn_in

The number of draws to drop

proposal_sd

Standard deviation of the random-walk MH proposal. Passed from em.algo after automatic scaling; see em.algo.

betmat

LxK matrix of parameter values with L the number of quantiles and K the dimension of the covariates

m

The dimension of the measurement error

pi

The probability of each mixture component (should have length equal to m)

mu

The mean of each mixture component (should have length equal to m)

sig

The standard deviation of each mixture component (should have length equal to m)

y

particular value of y

x

particular value of x

tau

an L-vector of all the quantiles where betas were estimated

Value

vector of draws of measurement error