model{ for (i in 1:N){ LS[i,1:2]~dmnorm(mu[1:2], inv_sig_LS[1:2,1:2]) Y[i,1]~dnorm(y[i,1],inv_sig_e2) y[i,1]<-LS[i,1] for (t in 2:T){ Y[i,t]~dnorm(y[i,t], inv_sig_e2) d[i,t-1]<-gamma[i,t-1]*y[i,t-1]+LS[i,2] y[i,t]<-d[i,t-1]+y[i,t-1] ## another way to deal this gamma[i, t-1]~dnorm(mugamma[i,t-1], inv_sig_v2) mugamma[i, t-1]<-beta0+beta1*X[i,t-1] + beta2*Z[i] } } inv_sig_e2~dgamma(.001,.001) inv_sig_v2~dgamma(.001,.001) beta0~dnorm(0,.00001) beta1~dnorm(0,.00001) beta2~dnorm(0,.00001) mu[1]~dnorm(0,.00001) mu[2]~dnorm(0,.00001) inv_sig_LS[1:2,1:2]~dwish(sigs[1:2,1:2],2) sigs[1,1]<-1 sigs[2,2]<-1 sigs[1,2]<-sigs[2,1] sigs[2,1]<-0 sig_e2<-1/inv_sig_e2 sig_v2<-1/inv_sig_v2 sig_LS[1:2,1:2]<-inverse(inv_sig_LS[1:2,1:2]) para[1]<-mu[1] para[2]<-mu[2] para[3]<-sig_e2 para[4]<-sig_v2 para[5]<-sig_LS[1,1] para[6]<-sig_LS[1,2] para[7]<-sig_LS[2,2] para[8]<-beta0 para[9]<-beta1 para[10]<-beta2 }