Dear R users, I have a question with respect to the pvals.fnc from the package languageR. I am working on a small and unbalanced dataset (18 nests of eurasian kestrels with a total of 64 nestlings; one fixed factor with 2 levels; 6 nests (25 nestlings) for the first level, 12 nests (39 nestlings) for the second level). I have run a simple mixed-effects model with "nest" as a random factor, and then obtained the p-values and 95% confidence intervals for the fixed and random effects using the pvals.fnc. The pvals function gives a graph of the posterior density for the intercept, fixed factor, random factor and residuals (I can send the graph to those who would be interested; it was too big to pass it to the mailing list). The density for the random factor shows a peak near zero. I have looked for an explanation on the mixed-models list and found this e-mail from Douglas Bates (https://stat.ethz.ch/pipermail/r-sig-mixed-models/2008q2/000718.html): "I think it is easier to see what is happening when you use that version of the package because you can use the xyplot method to examine the evolution of the sampler. I enclose a modified version of your code. Running this version produces the enclosed plot. You will see that the (relative) standard deviation of A (labelled 'ST2') gets stuck near zero. This is a known problem with MCMC sampling of variance components. The prior distribution corresponds to a "locally constant" uninformative prior on log(sigma_A). As long as the likelihood at sigma = zero is sufficiently small to prevent the MCMC sampler getting near there the sampler proceeds happily. However, if the likelihood is not sufficiently small then the MCMC sampler may wander into the "sigma near zero" region where the posterior density of log(sigma) is essentially flat and it gets stuck there. The recent paper by Gelman et al. (JCGS, 2008) provides a suggestion of avoiding this problem by overparameterizing the model for the MCMC sampler but I haven't yet implemented." Can anyone confirm me that this is indeed the explanation for the strange pattern I find with my data? Is there a way to correct this problem? Thanking you in advance for your answer. Best regards, Romain
Peak in posterior density produced by pvals.fnc
1 message · Romain.Piault