# Bayesian Estimation: Issues with Mode Check Plot and Identification

**URL:** <https://forum.dynare.org/t/bayesian-estimation-issues-with-mode-check-plot-and-identification/26997>\
**Category:** ML/Bayesian estimation\
**Created:** [8 January 2025 15:55 UTC](https://forum.dynare.org/t/bayesian-estimation-issues-with-mode-check-plot-and-identification/26997 "2025-01-08T15:55:45Z")\
**Posts on this page:** 3\
**Page:** 1

<div class="post-metadata">

**Author:** ![yw3864a](https://forum.dynare.org/letter_avatar_proxy/v4/letter/y/71c47a/32.png) [@yw3864a](https://forum.dynare.org/u/yw3864a)\
**Post date:** [8 January 2025 15:55 UTC](https://forum.dynare.org/t/bayesian-estimation-issues-with-mode-check-plot-and-identification/26997/1 "2025-01-08T15:55:45Z")

</div>

Hello Dynare community,

I am currently using Bayesian estimation for my DSGE model and would appreciate your insights regarding the acceptability of my mode check plot and identification results.

Identification: Most of the parameters pass the identification check. However, the relative to prior std for the first parameter muw is close to 0, while other results seem acceptable.

Mode Check Plot:

For rho\_c, the posterior sharply declines when greater than 0.9.  
For muN, there is a small secondary peak in the first half, resembling a camel-like shape.  
For alphaN, the first half is not a smooth curve.  
Additionally, some variables (SE\_eta\_pwg, muA, etc.) show overlapping log posterior and log likelihood kernel.  
Prior vs. Posterior: Despite the above issues, the prior and posterior distributions for these parameters look reasonable and do not indicate significant problems.

Questions:

1. Based on the above, can these results be considered acceptable?
2. If these issues suggest potential problems, what adjustments should I make (e.g., priors, initial values, or estimation settings)?  
Thank you for your guidance!

Best,  
Yamoi

 ![image](https://forum.dynare.org/uploads/default/original/3X/5/0/500eb191a722ef4059ca5719ee546e5efac7ab3c.png)  
 ![image](https://forum.dynare.org/uploads/default/original/3X/7/2/72568dbafe0b6f87b30d4c90898f616475c450d0.png)

---

<div class="post-metadata">

**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [10 January 2025 07:40 UTC](https://forum.dynare.org/t/bayesian-estimation-issues-with-mode-check-plot-and-identification/26997/2 "2025-01-10T07:40:06Z")

</div>

From what I can see, the results look good. All parameters are identified and the mode is at the top of the mode\_check plots.

---

<div class="post-metadata">

**Author:** ![yw3864a](https://forum.dynare.org/letter_avatar_proxy/v4/letter/y/71c47a/32.png) [@yw3864a](https://forum.dynare.org/u/yw3864a)\
**Post date:** [10 January 2025 22:36 UTC](https://forum.dynare.org/t/bayesian-estimation-issues-with-mode-check-plot-and-identification/26997/3 "2025-01-10T22:36:55Z")

</div>

Good to know. Thanks for the advice.
