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Priors in mcmcsamp for mixed linear model

1 message · Gorjanc Gregor

#
Hi!

Can anyone point me to the documentation, where I could read about
which priors are used in the mcmcsamp() for mixed linear model. I only found
the mail from Douglas, where he says that an improper uniform prior is used
on log of variance or standard deviation, but he does not mention if this is for
the residual or also for other random effects in the model.

http://thread.gmane.org/gmane.comp.lang.r.lme4.devel/372

Say we have a model

y|b,u,\sigma^2_e ~ Normal(Xb + Zu, I\sigma^2_e)
u|\sigma^2_u ~ Normal(0, I\sigma^2_u)

I would like to know the priors for

b ~ ???
\sigma^2_e ~ ???
\sigma^2_u ~ ???

Thank you!

Lep pozdrav / With regards,
    Gregor Gorjanc
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University of Ljubljana     PhD student
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