Hi all, I have a IRT model as followings: model { for (i in 1:NE){ theta[i]~dnorm(0,1) for (j in 1:NI){ p[i,j]<- phi(a[j]*theta[i]-b[j]) y[i,j]~dbern(p[i,j]) } } for (i in 1:NI){ a[i]~dnorm(mua,siga) I(0,) b[i]~dnorm(mub,sigb) } mua~dnorm(0,.0001) mub~dnorm(0,.0001) siga~~dchisqr(.5) sigb~~dchisqr(.5) } The thetas' distribution is distributed as N(0,1). My question is why the variance of the point estimates of thetas is not close to 1? The variance of the estimates of thetas is like 0.3. How can I make the estimates of thetas to have a variance of 1 as I speficifed in the model? Thanks very much for any hint. Lily _________________________________________________________________ Don’t miss your chance to WIN 10 hours of private jet travel from Microsoft Office Live http://clk.atdmt.com/MRT/go/mcrssaub0540002499mrt/direct/01/ ------------------------------------------------------------------- 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