When I get the error message “MCMC error 0315: prior variance matrix is not positive definitive” while running a multinomial model using MCMC, what exactly do I need to do to the numbers in C1096?
• I’m trying to run a two-level multinomial model using MCMC: the outcome variable has 4 categories (cat 1 n=6168, cat 2 n=1160, cat 3 n=1608, cat 4 n=1393). The dataset comprises 200 areas and 10,329 individuals. When switching the estimation control from mql/pql to MCMC I get the following error message: “MCMC error 0315: prior variance matrix is not positive definitive” followed by “Error in MCMC start-up – estimation halted”. I checked HELP in MLwiN and it indicated I needed to manually change a setting at column 1096 but insufficient information is provided as to how to do this. I subsequently sent an email to the multilevel listserv and received the following helpful response from Bill Browne… • “the MQL method must have produced a variance matrix at a higher level that is non positive definite i.e. it estimates a correlation between random effects outside the range -1 to 1. In C1096 the numbers should correspond to the ones you see in the equations window and are starting from t
