An error: amcmc_init() not found when using bayesmlogit

[Xiaogeng Xu]

Hi,

I'm learning Bayesian approach to estimate coefficients of multinomial logit. I got the error when using the command bayesmlogit that amcmc_init() is not found. I've installed moremata and I use Stata/SE 17.0. Please check the codes below. Thank you for any help in advance!

Codes:
ssc install bayesmlogit
ssc install moremata
use http://fmwww.bc.edu/repec/bocode/t/traindata.dta, clear
global randvars "contract local wknown tod seasonal"
bayesmlogit y price, rand($randvars) group(gid) id(pid) draws(20000) burn(10000) thin(10) saving(beta1) replace

Error in result:
initialize_rand(): 3499 amcmc_init() not found
<istmt>: - function returned error
r(3499);

[Joseph Coveney]

Is there a reason why you're not using the official Stata bayes:? According to the user's manual entry for it, it can be used with both mlogit and xtmlogit.

help bayes

[Xiaogeng Xu]

Is there a reason why you're not using the official Stata bayes:? According to the user's manual entry for it, it can be used with both mlogit and xtmlogit.

help bayes

Thanks for the information, Joseph! I checked the manual for the prefix bayes and it supports mlogit (multinomial logit) and many other estimations but not mixlogit (mixed multinomial logit). I realized that I should have installed amcmc and used the command bayesmixedlogit instead of bayesmlogit. The following codes work well now. (The simulation takes around 22 min.)

Codes:
ssc install bayesmixedlogit
net install amcmc.pkg, from(http://fmwww.bc.edu/RePEc/bocode/a/)
use http://fmwww.bc.edu/repec/bocode/t/traindata.dta, clear
global randvars "contract local wknown tod seasonal"
bayesmlogit y price, rand($randvars) group(gid) id(pid) draws(20000) burn(10000) thin(10) saving(beta1) replace