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pMCMC and HPD in MCMCglmm

2 messages · m.fenati at libero.it, Jarrod Hadfield

Original
m.fenati at libero.it
# 
The posterior distribution seem to be only slightly skewed. 
However the question remains: what is the sense of the discrepancy between HPD 
and pMCMC? 

Thanks

Massimo



----Messaggio originale----
Da: ndjido at gmail.com
Data: 24/08/2011 11.43
A: "m.fenati at libero.it"<m.fenati at libero.it>
Cc: <r-sig-mixed-models at r-project.org>
Ogg: Re: [R-sig-ME] pMCMC and HPD in MCMCglmm

Check your posterior distributions, the one corresponding to GENDER seems to 
be skewed. 
Ardo.
On Wed, Aug 24, 2011 at 11:33 AM, m.fenati at libero.it <m.fenati at libero.it> 
wrote:
As suggested by Ben Bolker, I re-post the following question in this list.
Thanks
package)
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Jarrod Hadfield
# 
Hi Massimo,

They only need to be slightly skewed (even up to Monte Carlo error  
probably) - conclusions drawn from HPDinterval and pMCMC are in  
reality almost identical in your example, it is the consequences  of  
the (arbitrary) distinction between <0.05 and >0.05  that makes them  
"feel" different.  Lets say we used the cutoff <0.06 and >0.06.  Does  
HPDinterval(m1$Sol[,3], prob=0.94) overlap zero? If not then  
HPDinterval and pMCMC "agree" with respect to which side of the cutoff  
the probability lies ? It may make us happier, but it shouldn't.

Jarrod
On 24 Aug 2011, at 11:45, m.fenati at libero.it wrote: