[R-sig-ME] lme4::mcmcsamp + coda::HPDinterval

Sundar Dorai-Raj sundar.dorai-raj at pdf.com
Thu Apr 3 02:20:44 CEST 2008

Thanks so much. I'm working on a profile function with your suggestions. 
I'll post it back when I'm done.



Douglas Bates said the following on 4/2/2008 3:28 PM:
> Files attached this time.
> On Wed, Apr 2, 2008 at 5:27 PM, Douglas Bates <bates at stat.wisc.edu> wrote:
>> I enclose another plot from a simulation that may show why I refer to
>>  "the flat spot".  In this case I simulate a simple model with one
>>  fixed effect and with random effects for a single grouping factor.  I
>>  am simulating from the null model where the variance of the random
>>  effect is zero.  The first two simulations produce an estimated
>>  variance of zero - i.e. they converge on the boundary of the parameter
>>  space.  The third model converges to a non-zero estimate.  The
>>  profiled REML deviance, as a function of the logarithm of the relative
>>  standard deviation has only a shallow dip for the optimum and becomes
>>  flat for large negative values of the logarithm.  If the MCMC sampler
>>  gets onto that plateau it has a hard time getting off again.
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