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| How to speed up DSEM convergence? |
 
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Inspired by the latest user meeting, I'm running some two level DSEM models. However, convergence based on the Gelman-Rubin PSR takes about 10 hours. A shorter number of iterations shows that the chains are not stationary for several parameters.
I don't recall whether it was discussed at the meeting how convergence can be hastened, and I can't find it in the slides. My first thought was that the key might be starting values and/or priors, but I'm not sure how to specify these. Any obvious time drains I should address?
Sincerely,
Caspar |
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| There can be many causes for this and we can advice on this only if you send at least the output to Support - preferably also the data - along with your license number. |
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