The RATS Software Forum

Dear Tom:

Dear Tom, I am sorry for I have some stupid questions.
When I run hamilton.rpf, I change option switch=mh or switch=ih on @msvarsetup. Becouse H indicates variances are state-dependent, why I always get one sigma other than two.


Thanks.

You have to use SIGMAV and not SIGMA in your NONLIN instruction if the variances are switching.