pMCMC and HPD in MCMCglmm
Hi Massimo, They only need to be slightly skewed (even up to Monte Carlo error probably) - conclusions drawn from HPDinterval and pMCMC are in reality almost identical in your example, it is the consequences of the (arbitrary) distinction between <0.05 and >0.05 that makes them "feel" different. Lets say we used the cutoff <0.06 and >0.06. Does HPDinterval(m1$Sol[,3], prob=0.94) overlap zero? If not then HPDinterval and pMCMC "agree" with respect to which side of the cutoff the probability lies ? It may make us happier, but it shouldn't. Jarrod
On 24 Aug 2011, at 11:45, m.fenati at libero.it wrote:
The posterior distribution seem to be only slightly skewed. However the question remains: what is the sense of the discrepancy between HPD and pMCMC? Thanks Massimo ----Messaggio originale---- Da: ndjido at gmail.com Data: 24/08/2011 11.43 A: "m.fenati at libero.it"<m.fenati at libero.it> Cc: <r-sig-mixed-models at r-project.org> Ogg: Re: [R-sig-ME] pMCMC and HPD in MCMCglmm Check your posterior distributions, the one corresponding to GENDER seems to be skewed. Ardo. On Wed, Aug 24, 2011 at 11:33 AM, m.fenati at libero.it <m.fenati at libero.it
wrote: As suggested by Ben Bolker, I re-post the following question in this list. Thanks
Dear R users, I?d like to pose aquestion about pMCMC and HDP. I have performed a mixed logistic regression by MCMCglmm (a very good
package)
obtaining the following results: Iterations = 250001:799901 Thinning interval = 100 Sample size = 5500 DIC: 10.17416 G-structure: ~ID_an post.mean l-95% CI u-95% CIeff.samp ID_an 0.7023 0.0001367 3.678 2126 R-structure: ~units post.mean l-95% CIu-95% CI eff.samp units 1 1 1 0 Location effects: febbreq~ as.factor(sex) post.mean l-95% CIu-95% CI eff.samp pMCMC (Intercept) -3.6332 -5.6136 -1.7719 3045 <2e-04 *** as.factor(sex)M -2.9959 -6.0690 0.1969 2628 0.0455 * --- Signif. codes: 0 ?***?0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 As you can see, pMCMC for gender is just less than 5%, but the credible interval (HPD) is wide and includes the 0 value. How can I interpret these different results? Thank you in advance Massimo ----------------------- Massimo Fenati DVM Padova - Italy
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