Hi all.
Let me simplify the problem I sent yesterday, since I think I made it
too broad for anyone to have time to help me.
Basically, I am trying to enter a model with lagging terms. Does
anyone have an example of BUGS code they could point me to that deals
with lagging term models?
For instance, consider this model:
y_t = H * beta_t + e_t,
beta_t = F * beta_t-1 + v_t,
e_t ~ NID(0,R)
v_t ~ NID(0,Q)
E[e_t v_s'] = 0
As you can see, there is a lag in the beta's. BUGS does not seem to
like difference equations. Do I have to somehow solve for beta_t as a
function of t? Or is there some way to enter lagging term models?
I feel bad that I am only "taking" from the discussion group and not
contributing... but I am only an undergraduate. As my experience with
BUGS grows I hope to contribute to answering others' questions.
Thanks,
Tom Farrar
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