There's a mistake in my email below. The generalization of an inverse-gamma prior for multi-response models should, I think, just be: list(V=diag(x), nu=1.002) Sorry about that, Ned -----Original Message----- From: Ned Dochtermann [mailto:ned.dochtermann at gmail.com] Sent: Tuesday, April 26, 2011 1:12 PM To: 'r-sig-mixed-models at r-project.org'; 'bonamy at horus.ens.fr' Subject: Re: [R-sig-ME] prior specification in MCMCglmm Celine and Pierre, I too am still very unclear on priors however a month ago Jarrod replied to some questions of mine regarding multi-response models with this: "From experience I find list(V=diag(2), nu=2, alpha.mu=c(0,0), alpha.V=diag(2)*a)) where a is something large (e.g. 1000, depending on the scale of the data) works well for the two standard deviations and the correlation, in terms of informativeness. You can't use parameter expanded priors for the residual term yet, so you will have to stick with the standard inverse-Wishart (or use another program). Generally, data are highly informative for the residual part so often the posterior is not very sensitive to the prior specification. Nevertheless, you should check alternatives: V=diag(2), nu=1.002 gives the inverse-gamma prior for the variances with shape=scale=0.001 V=diag(2)*1e-6, nu=3 is flat for the correlation from -1 to 1" I think that this would generalize to G1=(list(V=diag(x), nu=1.00x)) for x response variables for an inverse-gamma prior for G but I'm not entirely positive that such is the case. I'm also not positive how to generalize the flat prior (mainly would nu stay at three?), the first one I assume generalizes to (V=diag(x), nu=x, alpha.mu=c(0,0...0x),alpha.V=diag(x)*a). The whole thread for this discussion starts here: https://stat.ethz.ch/pipermail/r-sig-mixed-models/2011q1/005694.html The whole prior issue is still a mystery to me so I continue to be uncomfortable with those approaches where they're necessary; nonetheless for some data I'm analyzing they're basically necessary (e.g. multi-response generalized mixed models). By and large the univariate analyses I've conducted produce highly concordant results regardless of whether fitting via REML, ML, Laplace or MCMC and regardless of priors for the latter. This gives me a bit of confidence in the quantitative results and quite a bit of confidence in the inferences. Unfortunately such comparisons aren't as feasible (for me) with multi-response models. Ned -- Ned Dochtermann Department of Biology University of Nevada, Reno ned.dochtermann at gmail.com http://wolfweb.unr.edu/homepage/mpeacock/Ned.Dochtermann/ http://www.researcherid.com/rid/A-7146-2010 -- Message: 5 Date: Tue, 26 Apr 2011 09:41:58 +0200 From: "Pierre B. de Villemereuil" <bonamy at horus.ens.fr> To: Celine Teplitsky <teplitsky at mnhn.fr> Cc: r-sig-mixed-models at r-project.org Subject: Re: [R-sig-ME] prior specification in MCMCglmm Message-ID: <4DB67746.4000607 at horus.ens.fr> Content-Type: text/plain Dear Ciline, I'm not very comfortable with covariance priors, but my guess is that, is this case, you've got to really specify a inverse-Wishart as a prior. You should check into Hadfield's article introducing MCMCglmm, they use something like V=diag(dimV)/4 and n=dimV. Why ? I have no idea. If your data are not standardized, I don't think you should divide by 4 (but then, you specify your prior as if your guess for variance components is that they all equal 1), but for the rest... Sorry I can not help further. Maybe somebody else would be able to help on this subject ? Pierre. Le 26/04/2011 09:17, Celine Teplitsky a icrit :
Dear Pierre, thanks a lot! It does help, but I will need time to fully understand the paper. Just one further question if I may, what prior would you use for a covariance then? Many thanks again, All the best Celine
Dear Ciline !
One usual "non informative" prior on variance component is V=1, and
nu=0.002, which correspond to a inverse-Gamma(0.001,0.001). This is
usual, but that is not to say that it is really non informative.
Indeed, inverse-Gamma(e,e) is weakly informative, since the posterior
can depend on the choice of e.
Concerning the WAMwiki suggestion to use the phenotypic variance to
set the prior, this quite not orthodox since no information coming
from your current dataset should be used to define the prior (but you
could use previous data to parametrize your prior).
I would suggest you to refit your model considering V=1 and nu=0.002
as a (so-called) non informative prior. Other solutions exist like
using the parameter expansion and a chi2 distribution by setting
V=1,nu=1000,alpha.mu=0 and alpha.V=1, which is also weakly
informative (it has more weight in variance values less than 10).
For more information about priors on variance component, and
parameter expansion, it would suggest you to read :
1. A. Gelman, + Prior distributions for variance parameters in
hierarchical models ;, /Bayesian analysis/ 1, n^o . 3 (2006):
515--533.
In the hope I'm helping.
Pierre de Villemereuil.
Le 25/04/2011 13:26, Celine Teplitsky a icrit :
Dear all, I realise that Jarrod is doing field work, but I'm really hoping someone can answer my question while he's not around. I am running animal models estimating covariances between life history traits, and I'm having trouble knowing which prior to use. Thing is, if I use a prior as described on the Wam wiki site with V=PhenotypicVar/4 (as I have 3 random effects + residual), I have very nice results, with some significant genetic correlations between some life history traits. However, one reviewer asked about prior sensitivity because CI were pretty large, so I went back to MCMCglmm course notes and saw that non informative prior were supposed to be V=diag(nbDimV)*0 and n=nbDimV-3. This led to an error message about G being ill conditioned, so I tried with diag(nbDimV)*0.001 and diag(nbDimV)*0.01 instead of diag(nbDimV)*0, and diag(nbDimV)*0.01 worked... But then I have the posterior of additive genetic variance collapsing on 0 for some trait. So my guess would be that I should use those latest priors, and believe my nice results did not exist. But as Hadfield et al paper and the Wam wiki website do not recommend those priors, I am a bit confused. Could someone help me figure out what would be the right thing to do? All my apologies if this is a silly question, but I'm feeling a bit lost here Thanks a lot in advance Celine
-- Celine Teplitsky Dipartement Ecologie et Gestion de la Biodiversiti UMR 7204 Uniti Conservation des Esphces, Restauration et Suivi des Populations Case Postale 51 55 rue Buffon 75005 Paris Webpage :http://www2.mnhn.fr/cersp/spip.php?rubrique96 Fax : (33-1)-4079-3835 Phone: (33-1)-4079-3443
------------------------------ Message: 6 Date: Tue, 26 Apr 2011 11:53:02 +0200 From: peter dalgaard <PDalgd at gmail.com> To: Junqian Gordon Xu <xjqian at gmail.com> Cc: r-sig-mixed-models at r-project.org Subject: Re: [R-sig-ME] interaction term in null hypothesis Message-ID: <E1153437-757B-42E9-9A72-89EF9A368101 at gmail.com> Content-Type: text/plain; charset="us-ascii"
On Apr 26, 2011, at 00:05 , Junqian Gordon Xu wrote:
I have a quick question for a simple model as below:
Fix + (1 | Rand) + (1 | Rand : Fix)
Which one is the null hypothesis:
1 + (1 | Rand)
or
1 + (1 | Rand) + (1 | Rand : Fix)
To me the interaction term (1 | Rand : Fix) does not make much sense if no fixed effect term is present in the model, but I'm not sure.
It does make sense, at least sometimes. For one thing, such interactions are often aliased to aspects of the experimental design; e.g., if you have randomized different treatment to left side and the right side of test subjects, then the random interaction is equivalent to the (random) difference between the two sides within the same subject. Also, you could conceivably have a kill-or-cure drug with positive effects for some and negative effects for others, with the question being whether the total effect is positive or negative.
Regards Gordon
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com ------------------------------ _______________________________________________ R-sig-mixed-models mailing list R-sig-mixed-models at r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models End of R-sig-mixed-models Digest, Vol 52, Issue 47