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Ecologists are increasingly familiar with Bayesian statistical modeling and its associated Markov chain Monte Carlo (MCMC) methodology to infer about or to discover interesting effects in data. The complexity of ecological data often suggests implementation of (statistical) models with a commensurately rich structure of effects, including crossed or nested (i.e., hierarchical or multi-level) structures of fixed and/or random effects. Yet, our experience suggests that most ecologists are not familiar with subtle but important problems that