MCMCglmm Starting Value structure

I am encountering the same problem of defining the starting values,
yet for a different model. I am running a survival model with no
random effects on n subjects.

run1 <- MCMCglmm(cbind(low, up) ~ var1 + var2,
              family="cengaussian", data=sex,
              nitt=2100, thin=5, burnin=100,
              prior = prior1, tune=NULL, pl=TRUE)

prior1 <- list(R = list(V=1, n=0.002),
                       B = list(mu=rep(0,2), V=prior.var))

Since I have no random effects, there is no G matrix and  the
liabilities are just a single vector with a scalar variance.
So for example, say I want to start the liabilities at 1
prop.mean <- as.matrix(rep(1,n))
and a prior variance
prop.var <- 3

If I don't provide starting value for my residuals, R,
test2a <- MCMCglmm(cbind(low, up) ~ var1 + var2,
                 family="cengaussian", data=sex,
                 nitt=2100, thin=5, burnin=100,
                 prior = prior1, tune=prop.var,
                 start=list( liab=prop.mean, QUASI=FALSE),
                 pl=TRUE)

I get the error message: Error in if (dim(tune[[i]])[1] !=
dim(tune[[i]])[2] | dim(tune[[i]])[2] !=  :
  argument is of length zero

Since R is a scalar, I tried to use the same structure as the prior
run2b <- MCMCglmm(cbind(low, up) ~ var1 + var2,
                 family="cengaussian", data=sex,
                 nitt=2100, thin=5, burnin=100,
                 prior = prior1, tune=prop.var,
                 start=list(R=list(V=1),
                            liab=prop.mean,
                            QUASI=FALSE),
                 pl=TRUE)
but got the same dimension mis-match error.

If i use the error term from run1  as starting values for R,
run2c <- MCMCglmm(cbind(low, up) ~ var1 + var2,
                 family="cengaussian", data=sex,
                 nitt=2100, thin=5, burnin=100,
                 prior = prior1, tune=prop.var,
                 start=list(R=list(V=run1$error.term),
                            liab=prop.mean,
                            QUASI=FALSE),
                 pl=TRUE)

I get the error: Error in eigen(m, only.values = TRUE) :
  (list) object cannot be coerced to type 'double'

At this point I cannot decipher what it is I need to change to
properly provide starting values.

Thanks,
-Robin


On Tue, Jun 7, 2011 at 9:26 PM, Jarrod Hadfield <j.hadfield at ed.ac.uk> wrote:

Hi,

A bug has crept into MCMCglmm at some point when specifying starting
values. The correct syntax should be start2c for which you get an error
message. I will update as soon I have finished some of the other updates
I am working on. As a work around you can add another matrix to the G
element:

start2c$G[[5]]<-diag(2)

It will be ignored but will alow the code to run.

Sorry,

Jarrod





On Tue, 2011-06-07 at 10:34 -0700, Robin Jeffries wrote:

I am having some difficulty defining the correct structure for the
starting values in MCMCglmm.
Several prior google searches for examples of starting values for
MCMCglmm resulted only in one unhelpful L-serv posting where the
poster was subsequently told to RTM and quit posting. I hope that I
show that I have spent time trying to find the answer on my own prior
to posting.


My prior structure is:

prior1 = list(R = list(V = 1, nu = .002),
  G = list(
   G1 = list(V = diag(3), n=4),
   G2 = list(V = diag(3), n=4),
   G3 = list(V = 1, nu=1),
   G4 = list(V = 1, nu=1)
))


To set up starting values I first set Rc and Gc to be vectors of
length 1 and 20 respectively. I then tried the starting value
structure as

start2a = list( R = Rc,
  G = list(
   G1 = Gc[1:9],
   G2 = Gc[10:18],
   G3 = Gc[19],
   G4 = Gc[20]),
QUASI=FALSE)

which gives me the error "V is the wrong dimension for some
startG/startR elements"
So I tried to structure it exactly as the priors (with lists and  

matricies)

start2b = list(R = list(V =Rc),
G = list(
 G1 = list(V = matrix(Gc[1:9], nrow=3, ncol=3)),
 G2 = list(V = matrix(Gc[10:18], nrow=3, ncol=3)),
 G3 = list(V = Gc[19]),
 G4 = list(V = Gc[20])
))

and got the same error message.

Since the help file/notes/vignette says that "the starting values is a
list of 4 possible elements, where G itself is also a list with as
many elements as RE components" I tried a combination of the above
two:

start2c = list(
R = Rc,
G = list(
 G1 = matrix(Gc[1:9], nrow=3, ncol=3),
 G2 = matrix(Gc[10:18], nrow=3, ncol=3),
 G3 = Gc[19],
 G4 = Gc[20]),
QUASI=FALSE)

but then was greeted with the error "Error in start$G[[r]] : subscript
out of bounds"

If someone could help me out with what the structure of the starting
values is supposed to look like, it would be appreciated.


Robin Jeffries
MS, DrPH Candidate
Department of Biostatistics
UCLA
530-633-STAT(7828)

--
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.