Hi,

I am trying to understand MCMC and currently working with this model, http://sites.stat.psu.edu/~mharan/MCMCtut/chptmodel2.pdf. The problem is described well in the site, http://sites.stat.psu.edu/~mharan/MCMCtut/MCMC.html. I have two questions.

1. b1, b2 are not converging here. How should I interpret that? Is there any way that can be solved by changing the model for b1 and b2?

2. How should I decide, which proposal distributions to take for model 2?

Thank you…