Thank you very much for your offer. I am not sure if I could send you the data since it contains confidential information. However, I have tried to run "bym2" with another data set and it seems working!
List of 1
$ :List of 3
..$ hyperid : chr "RegionID"
..$ hyper :List of 2
.. ..$ theta1:List of 9
.. .. ..$ hyperid : atomic [1:1] 10001
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ name : atomic [1:1] log unstructured precision
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ prior : atomic [1:1] loggamma
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ param : atomic [1:2] 0.35 0.025
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ initial : atomic [1:1] 4
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ fixed : atomic [1:1] FALSE
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ to.theta :function (x)
.. .. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 1 1 2 6 1 6 1 2
.. .. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x000000002ef... <truncated>
.. .. ..$ from.theta:function (x)
.. .. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 1 1 2 6 1 6 1 2
.. .. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x000000002d0... <truncated>
.. ..$ theta2:List of 9
.. .. ..$ hyperid : atomic [1:1] 10002
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ name : atomic [1:1] log spatial precision
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ prior : atomic [1:1] loggamma
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ param : atomic [1:2] 0.35 0.025
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ initial : atomic [1:1] 4
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ fixed : atomic [1:1] FALSE
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ to.theta :function (x)
.. .. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 1 1 2 6 1 6 1 2
.. .. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x000000002e1... <truncated>
.. .. ..$ from.theta:function (x)
.. .. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 1 1 2 6 1 6 1 2
.. .. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x000000004c2... <truncated>
..$ group.hyper:List of 1
.. ..$ theta:List of 9
.. .. ..$ hyperid : atomic [1:1] 40001
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ name : atomic [1:1] logit correlation
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ initial : atomic [1:1] 1
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ fixed : atomic [1:1] FALSE
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ prior : atomic [1:1] normal
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ param : atomic [1:2] 0 0.2
.. .. .. ..- attr(*, "inla.read.only")= logi FALSE
.. .. ..$ to.theta :function (x, REPLACE.ME.ngroup)
.. .. .. ..- attr(*, "inla.read.only")= logi TRUE
.. .. ..$ from.theta:function (x, REPLACE.ME.ngroup)
.. .. .. ..- attr(*, "inla.read.only")= logi TRUE