[精彩WinBUGS答问]Unbalanced panel and multidimensional array in Winbugs

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I have a model for input demand, with unbalanced data. The dependent variable is yijt, where i means input of production function (i=1,2,3), j means firm (j=1,..,21), and t means time (ti=1,..,Ti). So, because the panel is unbalanced, with three equations, what could be the correct format to use it in winbugs? I tried to use it in shape of STATA long format, 3*107, where indexes ar a bit different. Row (i) means an input and colums (j) form a panel i*t. So, no explicit time index. I used nested indexing for columns, to form data as a panel. Little piece of code: `for (i in 1:3){ for(j in 1:107){ log(mu[i,j]) <- a+ u[firm[j]]+...

where a is an input-specific free parameter, u is an desired firm-specific error component, which should be estimated over firms (21). For this I use nested indexing, where expression of u in the model is over columns u[firm[j]] and prior for u is over firms u[k]. Here is the question about nested indexing. If the model includes many covariates, which are also time-dependent, should I use nested indexing for all of these covariates, otherwise Winbugs does not take it as a panel? I tried to use a multidimensional array for all multidimensional variables. For balancing a lot of NA-s were included. For example, dependent variable yijt is an 3-dimensional array y[ , , ], (using list command), but in some reason Winbugs didn`t recognize NA-s? Main point is that posterior distribution does not converge, and data formatting could be one of the reasons

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关键词：Dimensional unbalanced unbalance dimension Balanced different function because correct demand

• WINBUGS is an MCMC based Bayesian analysis package which is the result of many years of development by a team of statisticians and programmers at the Medical Research Council Biostatistics Research Unit in Cambridge. Models are represented by a flexible language, and there is also a graphical feature, DOODLEBUGS, that allows users to specify their model in terms of a directed graph. WINBUGS is distributed freely and this review is based upon the beta release of WINBUGS 1.4 which has several enhancements over version 1.3. WINBUGS review (PDF, 0.4 mb) by Harvey Goldstein
  

• You are probably better off to keep the data in a long format (with columns for y, i, j and t) and rows for each response (which will have NA for y where you have missing data).