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Additional Inputs

zelig() accepts the following arguments for mlogit.bayes:

• baseline: either a character string or numeric value (equal to one of the observed values in the dependent variable) specifying a baseline category. The default value is NA which sets the baseline to the first alphabetical or numerical unique value of the dependent variable.

The model accepts the following additional arguments to monitor the Markov chains:

• burnin: number of the initial MCMC iterations to be discarded (defaults to 1,000).

• mcmc: number of the MCMC iterations after burnin (defaults to 10,000).

• thin: thinning interval for the Markov chain. Only every thin-th draw from the Markov chain is kept. The value of mcmc must be divisible by this value. The default value is 1.

• mcmc.method: either "MH" or "slice", specifying whether to use Metropolis Algorithm or slice sampler. The default value is "MH".

• tune: tuning parameter for the Metropolis-Hasting step, either a scalar or a numeric vector (for $k$ coefficients, enter a $k$ vector). The tuning parameter should be set such that the acceptance rate is satisfactory (between 0.2 and 0.5). The default value is 1.1.

• verbose: defaults to FALSE. If TRUE, the progress of the sampler (every ) is printed to the screen.

• seed: seed for the random number generator. The default is NA which corresponds to a random seed of 12345.

• beta.start: starting values for the Markov chain, either a scalar or a vector (for $k$ coefficients, enter a $k$ vector). The default is NA where the maximum likelihood estimates are used as the starting values.

Use the following arguments to specify the priors for the model:

• b0: prior mean for the coefficients, either a scalar or vector. If a scalar, that value will be the prior mean for all the coefficients. The default is 0.

• B0: prior precision parameter for the coefficients, either a square matrix with the dimensions equal to the number of coefficients or a scalar. If a scalar, that value times an identity matrix will be the prior precision parameter. The default is 0 which leads to an improper prior.

Zelig users may wish to refer to help(MCMCmnl) for more information.