Deviations from normality in MCMC models
Is it possible you could use the "exponential" family in mcmcglmm? It seems to have a (negative) log link function, which could address the skew in your data. Reference this thread on exponential family in mcmcglmm <https://stat.ethz.ch/pipermail/r-sig-mixed-models/2013q3/020851.html>
On Thu, Jun 1, 2017 at 9:47 PM, Ben Bolker <bbolker at gmail.com> wrote:
In my experience it's *usually* the case that a log-Normal (i.e., log-transforming the variable and treating it as Normal) should be an adequate substitute for a Gamma. They have the same general qualitative range of shapes. If the log-Normal is problematic/your log-transformed data are far from Normal, then you're likely to have had similar troubles with a Gamma. As one example, you have observations that are exactly zero, then you can't log transform them -- but these don't work with the Gamma either, as it has a log-likelihood density that is either negative infinite, if the shape parameter is >1, or infinite, if the shape parameter is <1. On 17-06-01 02:29 PM, landon hurley wrote:
On 01/06/2017 10:04, Christopher Robinson wrote:
The MCMCglmm package in R allows users to specify the distribution family for each variable. Unfortunately, I cannot fit a gamma distribution to my data because MCMCglmm currently does not support this family. My question is how sensitive to deviations from normality is MCMC? That is, if I apply a gaussian distribution to this variable, will my results be strongly affected?
Chris, Why not fit the normal model, cross-validate, and then decide if its adequate? Depending upon the sample size of course, it may not make a large difference in terms of choice of the prior, beyond support constraints introduced for the variable being modelled if you used something other than Gaussian. If negative predicted responses are of a concern (assuming it's truncated at zero), it looks like you could potentially use the censored Gaussian family options, which would at least restrict you to the same support as a Gamma distribution.
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