[R] Metropolis acceptance rates

From: Michael Margolis <michael.margolis_at_ugto.org>
Date: Tue, 08 Apr 2008 07:33:25 -0500


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 Economķa
Universidad de Guanajuato
UCEA-Campus Marfil, Fracc 1
El Establo, Guanajuato, Gto. CP 36250
Mexico
(52)(473) 735 29 25 Ext. 2858

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