MCMCglmm models and (quasi-)complete separation
Dear Jasmin. I, at least, would need to see some kind of data to understand your comments re separation etc. Does a simpler model run eg dropping field_block and simplifying the fixed effects? And does such a model run in lmer or other programs? Diagnosing a nonidentified model (ie some parameters in your model may not be estimable given your pattern of observations) in MCMC is hard.
From: R-sig-mixed-models [r-sig-mixed-models-bounces at r-project.org] on behalf of Jasmin Herden [jasmin.herden at gmail.com]
Sent: Thursday, 24 May 2018 10:16 PM
To: r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] MCMCglmm models and (quasi-)complete separation
Sent: Thursday, 24 May 2018 10:16 PM
To: r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] MCMCglmm models and (quasi-)complete separation
Dear fellow R users, I have recently started using the MCMCglmm R package to analyse some of my problematic data which severely suffers from (quasi)complete separation. I have followed Ben Bolker's suggestions of zero-mean Normal priors on the fixed effects to analyse such kinds of data. (https://ms.mcmaster.ca/~bolker/R/misc/foxchapter/bolker_chap.html) My model is: k<-8 #number of the fixed effects #Intercept+single effects+interactions prior.c <- list(B=list(V=diag(9,k), mu=rep(0,k)), R=list(V=1,fix=1), G=list(G1=list(V=1, nu=1,alpha.mu=0, alpha.V=1000), G2=list(V=1,nu=1,alpha.mu=0, alpha.V=1000), G3=list(V=1,nu=1,alpha.mu=0, alpha.V=1000))) nsamp <- 10000 THIN <- 900 BURNIN <- 10000 NITT <- BURNIN + THIN*nsamp model3 = MCMCglmm(survival~ Site*b*c, random=~x+Field+Field_block, data=dset, slice=TRUE, pl=T, prior=prior.c, family="categorical",verbose=FALSE, nitt=NITT,burnin=BURNIN,thin=THIN) Survival is a binary value of 0 or 1 and is observed only once per experimental plant. Therefore the observation-level variance R is fixed to 1. (As in the linked example.) Site, b, and c are two-level categorical variables. x is crossed with Field and Field_block, but Field_block is nested within Field. Models are run for each species separately. My questions are: a) Many worked examples which I based my own analysis on use the Gelman-Rubin criterion where you check the convergence of your model by running it a number of times and then compare models. However, I think the MCMCglmm vignette said to start the model running with overdispersed priors which is definitely not an option for me with the kind of data I have. I have tried using the testing for the Gelman-Rubin criterion nonetheless, but the Gelman diagnostic plots do not show a oscillating line that finally converges on a value but rather clines and straigt lines. b) I am also not quite sure, if the value R is fixed at is appropiate for all models I run. For some models, I still get latent variable values bigger than 20, even at very high numbers of iterations. c) How do you decide to use family="categorical" (=logit link) or "ordinal" (=probit link)? Based on the DIC of the models? d) For many of my models, the explained variance for the random effects Field and Field_block are very high; sometimes reaching an upper estimate of 99%. I think the problem is that Field_block is not only nested in Field but that Field is also nested in the categorical fixed effect Site. Is my model overparametrized with regard to Field, since I have nearly complete survival in one of the two levels of Site? Kind regards, Jasmin [[alternative HTML version deleted]] _______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models