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I want to calculate posterior distributions in a case where I have a four-dimensional normal prior and a likelihood that is a bivariate binomial distribution: Y1~binomial(n,p1) Y2~binomial(n,p2) log(-log(p1))=a1-exp(-b1)*x log(-log(p2))=a2-exp(-b2)*x (a1,b1,a2,b2) ~ four-dimensional normal distribution Y1, Y2, x and n are observed. The posterior distribution of (a1,b1,a2,b2) is of interest. As far as I can see it is not possible to fit this model in classic BUGS (running on a Linux platform)? Or ...? Can anyone suggest another program/code for solving this problem?? Preferably for the Linux platform, but other platforms are of interest, too. Regards, Marianne ------------------------------------------------------------------- This list is for discussion of modelling issues and the BUGS software. For help with crashes and error messages, first mail [log in to unmask] To mail the BUGS list, mail to [log in to unmask] Before mailing, please check the archive at www.jiscmail.ac.uk/lists/bugs.html Please do not mail attachments to the list. To leave the BUGS list, send LEAVE BUGS to [log in to unmask] If this fails, mail [log in to unmask], NOT the whole list