? stato filtrato un testo allegato il cui set di caratteri non era indicato... Nome: non disponibile URL: <https://stat.ethz.ch/pipermail/r-sig-mixed-models/attachments/20120704/b8d48961/attachment.pl>
MCMCglmm: priors for ordinal regression
2 messages · m.fenati at libero.it, Jarrod Hadfield
3 days later
Dear Massimo, Do you mean the chain did not converge or the chain did not mix? Generally the former is rare, and is usually only seen with ordinal/categorical data with complete (or near complete) separation. Sometimes a prior that constrains the linear predictor away from extreme values on the logit/probit scale can fix this with a relatively minor prior influence on inferences made on the data scale. Sometimes not. Its not clear to me what the motivation is behind your prior - is it that the sum of your variance components is close to 100? If so I would be careful. Use pl=TRUE in your call to MCMCglmm and make sure your latent variables are in the range -7 to 7. Cheers, Jarrod Quoting "m.fenati at libero.it" <m.fenati at libero.it> on Wed, 4 Jul 2012 16:48:18 +0200 (CEST):
Dear R user,
I have some problems about prior definition in MCMCglmm ordinal
regression. I've tried to use what Jarrod wrote about not
informative priors for ordinal probit but my model did not converge:
prior=list(R=list(V= 1, fix=1), G=list(G1=list(V=1, nu=0)))
where "..left the default prior for the fixed effects (not
explicitly specified)..".
Then, in order to have however a similar uniform distribution for
the latent variable, I set prior for fixed effect as "mu=0" and
"(co)variance=100":
priorB<-rnorm(1000, 0, sqrt(100))
priorMB<-1:1000
for(i in 1:1000){
priorMB[i]<-mean(pnorm(priorB[i]+rnorm(1000,0,sqrt(100))))
}
hist(priorMB)
The model converge well but I've some dobts. Is it correct or not?
Thank you very much for any suggestions or comments.
Best regards
Massimo
[[alternative HTML version deleted]]
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336.