Determinacy & prior simulate puzzle

Hi all,

I’m estimating a model with a relatively small determinacy region. I’ve run into what seems to be a puzzle though. When I plot the determinacy region, I can see that my priors do place mass in the indeterminacy region. However, when I use the “prior simulate;” command, it gives me a prior mass of 1 with no prior mass in the indeterminacy region.

What am I missing? Files attached.

With thanks,

P.S. Pardon the granularity in the determinacy plot; wanted to decrease run-time for this post. (38.4 KB)

This is a bug in the prior simulate function. See Thanks for reporting.

Hi Prof Pfeifer,

Thanks for your reply! No problem on reporting.

Are you aware of any other method to calculate the prior mass falling into the indeterminacy region?

With thanks,

For a quick fix, go to prior_sampler.m and change the line

    [dr,INFO,M_,options_,oo_] = resol(work,M_,options_,oo_);


    [dr,INFO,M_,options_,oo_] = resol(0,M_,options_,oo_);

After that, it should work correctly.

Thanks, that does seem to be working.