data cloning. have you seen this?
On Wed, 21 Jul 2010, Paul Johnson wrote:
Hey, everybody: Have you seen these papers that use "data cloning" for hierarchical/mixed models?
As I understand the first paper, at least, they are "just" using MCMC to fit ML frequentist models, wuth WinBUGS being used because it is convenient. I have been using data cloning for MCMC GLMM a while, and it does seem to improve the point estimates for the fixed effects regression coefficients and variance components. I came upon it as a natural thing to do with a poorly mixing model on a smaller example dataset, and it was subsequently pointed out to me to be used in the machine learning literature as well. I also decided that it was not used by WinBUGs because their algorithms were better formulated, and didn't need this crutch ;) -- it does slow things down. Thanks for the references! David Duffy. PS If you are interested, I will post an example of its effects on random effects variances for a GLMM.
| David Duffy (MBBS PhD) ,-_|\ | email: davidD at qimr.edu.au ph: INT+61+7+3362-0217 fax: -0101 / * | Epidemiology Unit, Queensland Institute of Medical Research \_,-._/ | 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v