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[问答] 贝叶斯估计时候没反应 [推广有奖]

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我用贝叶斯估计做一个CFA的时候,屏幕右下角出现一个:waiting to accept a transition before beginning burn-in,有人知道这个是什么意思吗?等了半天都没有反应,应该有大量数据动的区域一个数据都没有。。求做过bayesian的大牛帮忙~~~
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关键词:贝叶斯估计 贝叶斯 Transition Beginning Bayesian transition beginning waiting before

沙发
llkknnllyytt 发表于 2016-3-7 22:01:22 |只看作者 |坛友微信交流群
请问你用什么方法做的

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藤椅
pennyying 发表于 2016-3-9 15:44:29 |只看作者 |坛友微信交流群
llkknnllyytt 发表于 2016-3-7 22:01
请问你用什么方法做的
用贝叶斯估计啊~

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板凳
llkknnllyytt 发表于 2016-3-10 09:13:37 |只看作者 |坛友微信交流群
pennyying 发表于 2016-3-9 15:44
用贝叶斯估计啊~
怎么做的呢?用什么软件?

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报纸
pennyying 发表于 2016-3-12 00:09:15 来自手机 |只看作者 |坛友微信交流群
llkknnllyytt 发表于 2016-3-10 09:13
怎么做的呢?用什么软件?
amos 有个按钮是贝叶斯估计

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地板
llkknnllyytt 发表于 2016-3-15 11:49:24 |只看作者 |坛友微信交流群
pennyying 发表于 2016-3-12 00:09
amos 有个按钮是贝叶斯估计
有没有常用点的软件?

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7
pennyying 发表于 2016-3-15 22:07:19 |只看作者 |坛友微信交流群
llkknnllyytt 发表于 2016-3-15 11:49
有没有常用点的软件?
不太清楚,做结构方程模型的我只熟悉amos

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8
阿莫西林 发表于 2016-11-15 15:20:59 |只看作者 |坛友微信交流群
IBM的解释:
   Here is an explanation for the "Waiting to accept a transition" message. Amos estimates the posterior distribution of the parameters by generating a sequence of parameter vectors. Each parameter vector depends on the one that came before, so the algorithm jumps from one parameter vector to the next. The size of the jump depends in part on the tuning parameter, although there is substantial randomness too. The "Waiting to accept a transition" message usually means that the initial jumps are so large that they produce parameter vectors of very low probability. Parameter vectors that have low probability are likely to be rejected. It could even be that the initial jumps are so large that they consistently produce parameter vectors for which the posterior probability is undefined. Setting the tuning parameter to a low value means that you won' t jump far, so you are unlikely to jump from a region of high probability to one of low probability in a single step. If you haven't changed the tuning parameter (on the Technical tab of the Bayesian Options window), it is probably still set at the default value of 0.7. To get past the warning, try successively smaller tuning values. The Options window is available in the View menu of the Bayesian SEM window. The Tuning parameter can be changed from either the Technical Tab (under Random Walk) or the MCMC tab.

For a sufficiently small tuning value, the "Waiting to accept a transition" message should go away. You don't want to make the tuning parameter too small, however, because too small a value will cause the MCMC algorithm to take an extra long time.

Instead of changing the tuning parameter manually, you can click the "Adapt" button on the Bayesian toolbar. (The "Adapt" button has a "wrench" icon.) This will automatically adjust the tuning parameter. After you click the "Adapt" button, it becomes disabled. If the "adapt" button becomes enabled again, then you can click it again.

Note that the question contained the premise that the model ran without problems in maximum likelihood estimation (MLE). If experimentation with the tuning parameter fails to get you past the "Waiting to accept a transition" message and you have not tried running the model with MLE, then run the model in MLE (Analyze->Calculate Estimates"). Check the MLE output for signs of an unidentified model, such as negative variance estimates or warnings that certain estimates are unidentified. Solving the model identification problem(s) may get you past the "Waiting to accept" warning when you run with Bayesian Estimation. See Technote 1480160 for resources on model identification.

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9
小木鱼2007 发表于 2019-5-7 14:29:40 |只看作者 |坛友微信交流群
感谢精彩回答!

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10
小木鱼2007 发表于 2019-5-7 14:42:34 |只看作者 |坛友微信交流群
按照8楼的方法,点击贝叶斯菜单栏中的象“扳手”的小图标(adapt)后,问题解决!

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