Thursday 8/14/1997 12:57: 9 Multivariate linear model with normal disturbances <<< Model specification read from file priormvr1 <<< Data read from file datamvr1 Number of variables read from file: 5 Number of observations in file: 200 Observations used for sample: 1 - 200 Col Minimum Maximum Mean Stan. dev. First Last 1 -2.4856E+00 2.7962E+00 1.4391E-01 9.4982E-01 -1.2569E-01 -9.3567E-01 2 -2.1539E+00 2.6108E+00 5.5842E-02 9.6550E-01 -4.9249E-01 -3.2180E-01 3 -2.0934E+00 3.0342E+00 -3.0754E-02 9.2517E-01 -5.8469E-01 -1.1301E+00 4 -6.5041E+00 5.7020E+00 2.9202E-02 2.3412E+00 -2.1061E+00 -2.0461E+00 5 -7.9876E+00 8.6969E+00 4.7811E-02 3.1016E+00 -1.0617E+00 1.1187E+00 First observation (t1): 1 Last observation (t2): 200 Number of dep. variables (m): 3 Number of regressors (k): 4 Dependent variable columns: 5 Explanatory variable columns: 1 2 3 Gaussian prior for coefficients Parameter Prior mean Prior s.d. Prior prec. Initial value 1 0.000000E+00 3.162278E+00 1.000000E-01 6.770258E+00 2 0.000000E+00 3.162278E+00 1.000000E-01 2.102030E+00 3 0.000000E+00 3.162278E+00 1.000000E-01 4.064515E+00 4 0.000000E+00 3.162278E+00 1.000000E-01 -1.076804E+00 5 0.000000E+00 3.162278E+00 1.000000E-01 1.678181E+00 6 0.000000E+00 3.162278E+00 1.000000E-01 6.244741E-01 Prior correlation matrix 1 2 3 4 5 6 1 1.000 2 0.000 1.000 3 0.000 0.000 1.000 4 0.000 0.000 0.000 1.000 5 0.000 0.000 0.000 0.000 1.000 6 0.000 0.000 0.000 0.000 0.000 1.000 Normalized prior precision matrix 1 2 3 4 5 6 1 1.000 2 0.000 1.000 3 0.000 0.000 1.000 4 0.000 0.000 0.000 1.000 5 0.000 0.000 0.000 0.000 1.000 6 0.000 0.000 0.000 0.000 0.000 1.000 Wishart prior distribution for precision matrix with 5.0000000E+00 degrees of freedom Matrix parameter 1 2 1 2.000000E-01 2 0.000000E+00 2.000000E-01 Inverse of matrix parameter 1 2 1 5.000000E+00 2 0.000000E+00 5.000000E+00 Initial draw 1 2 1 6.149292E-01 2 -3.228322E-01 8.773983E-01 Inverse of initial draw 1 2 1 2.015538E+00 2 7.416024E-01 1.412600E+00 Organization of simulation vector Coefficient vector Beta (B matrix by columns): 1 Antithetic of coefficient vector: 7 Disturbance precision matrix H (lower triangle): 13 Markov chain Monte Carlo posterior simulation Parameters written in each record: 15 Iterations: 1000 Skips between iterations: 0 >>> Posterior simulation matrix written to file simmvr1 Description: This is a shakedown run for mvr1. Iterations completed: 1000 CPU time: 1.9507 CPU time per iteraton: 0.0020 Thursday 8/14/1997 12:57:15