[R-sig-ME] Priors in mcmcsamp for mixed linear model

Gorjanc Gregor Gregor.Gorjanc at bfro.uni-lj.si
Thu Jan 22 13:54:24 CET 2009


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.


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
University of Ljubljana     PhD student
Biotechnical Faculty        www: http://gregor.gorjanc.googlepages.com
Animal Science Department   blog: http://ggorjan.blogspot.com
Groblje 3                   mail: gregor.gorjanc <at> bfro.uni-lj.si
SI-1230 Domzale             fax: +386 (0)1 72 17 888
Slovenia, Europe            tel: +386 (0)1 72 17 861

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