[R] bayesian mixed logit

[Carlo Fezzi (ENV)]

Dear all,

I am writing an R code to fit a Bayesian mixed logit (BML) via MCMC / MH algorithms following Train (2009, ch. 12).

Unfortunately, after many draws the covariance matrix of the correlated random parameters tend to become a matrix with almost perfect correlation, so I think there is a bug in the code I wrote but I do not seem to be able to find it.. dull I know.

Has anybody written a code for BML with R and would like to share it with me or even take a quick look at my code? I would be extremely grateful for any help.

Many thanks to everybody!

Carlo

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Senior Research Associate

Centre for Social and Economic Research 
on the Global Environment (CSERGE),