different parameter estimates from vague JAGS model and OLS document.SUBSCRIPTION_OPTIONS = { "thing": "thread", "subscribed": false, "url": "subscribe", "icon": { "css": "fa fa-envelope-o" } };

2013-02-05
2013-02-06
• Andrew Rogers - 2013-02-05

When running WinBUGS I tended to get virtually identical regression parameter estimates for a completely vague WinBugs model as an OLS model. Should this also be true within JAGS? If so, is there a common reason and/or any suggestions why I am not seeing this?
The basic model is

model {
for (i in 1:100) {
vol[i] ~ dnorm(p[i], tau)
p[i] <-
beta02 * dist[i] +
beta03 pos[i] +
beta04
price[i] +
beta05 tv[i] +
beta06
spon[i] +
beta07 rain[i] +
beta08
plus100[i] +
beta09 pricess[i] +
beta10
pricet[i] +
beta11 pricec[i] +
beta12
pricecarl[i] +
beta13 xmas[i] +
beta14
prexmas[i] +
beta15 olympics[i] +
beta16
eurocup[i]
}

beta02 ~ dnorm(0, 0.000001)
beta03 ~ dnorm(0, 0.000001)
beta04 ~ dnorm(0, 0.000001)
beta05 ~ dnorm(0, 0.000001)
beta06 ~ dnorm(0, 0.000001)
beta07 ~ dnorm(0, 0.000001)
beta08 ~ dnorm(0, 0.000001)
beta09 ~ dnorm(0, 0.000001)
beta10 ~ dnorm(0, 0.000001)
beta11 ~ dnorm(0, 0.000001)
beta12 ~ dnorm(0, 0.000001)
beta13 ~ dnorm(0, 0.000001)
beta14 ~ dnorm(0, 0.000001)
beta15 ~ dnorm(0, 0.000001)
beta16 ~ dnorm(0, 0.000001)

tau ~ dgamma(0.05, 0.05)
sigma <- 1/sqrt(tau)
}

```n.chains = 2
```

• Martyn Plummer - 2013-02-06

That is not a syntactically valid model. It is also not reproducible, as nobody else has access to your data.

If you want help, then please send a reproducible example (data + model + scripts) with a summary of the results you get from OLS and from JAGS.