Hi, I stil try fit linear mixed model. I use Potencial Scale Reduction (PSR) to check convergence. But, it still dosn't convergence. Is there any function that can i use to determine length of chains, length of burn-in, or thinning interval? Thank you.
How to determine the length of the required burn-in until convergence in MCMCglmm package or another package
2 messages · Euis Aqmaliyah, Ben Bolker
We would probably need more information to help you. Some quick thoughts: - MCMCglmm usually burns in very quickly. I would guess that either (1) your problem/data are really pathological; (2) you're confusing "burn-in" with "mixing"; if your chain reaches the stationary state quickly but samples it slowly, then you're having a burn-in rather than a mixing problem. In general PRSF is meant to diagnose convergence, not just burn-in. (Although now that I read your question, it sounds like it's only the title that's specific to burn-in ...) - I think what most people do is brute-force (increase length of chain, increasing thinning at the same time so that the number of samples remains constant, until traceplots look OK/PRSF looks OK). - setting more informative priors may be helpful/necessary - the coda package has other diagnostics, in particular the Raftery-Lewis (raftery.diag()), which is supposed to estimate the chain length required for convergence. You should be able to apply it to the components of an MCMCglmm fit ($Sol, $VCV, etc.), which are mcmc objects
On Mon, Mar 27, 2017 at 5:16 AM, Euis Aqmaliyah <aqmalsaepul at gmail.com> wrote:
Hi,
I stil try fit linear mixed model. I use Potencial Scale Reduction (PSR) to
check convergence. But, it still dosn't convergence. Is there any function
that can i use to determine length of chains, length of burn-in, or
thinning interval?
Thank you.
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