[R-sig-ME] MCMCglmm and prior specification
ledonret at email.unc.edu
ledonret at email.unc.edu
Tue Nov 24 17:42:30 CET 2009
Dear all,
I am trying to use the MCMCglmm package to create credibility intervals
for random variables in my data. I'm having a bit of trouble though
determining what the best prior to use for each model is, since the
results seem to differ tremendously depending on which prior I am
using, for instance, I've tried these three types of priors,
> halfFam<-var(data$Family)/2
> prior1=list(R=list(V=1,n=1,fix=1),G=list(G1=list(V=1,n=1),G2=list(V=1,n=1)))
> prior2=list(R=list(V=1,n=1),G=list(G1=list(V=1,n=1),G2=list(V=1,n=1)))
> prior3=list(R=list(V=halfFam,n=1),G=list(G1=list(V=halfFam,n=1),G2=list(V=halfFam,n=1)))
For the model,
> model<-MCMCglmm(Length~1,random=~Family+Rep,data=data,verbose=FALSE,prior=prior,burnin=10000,nitt=75000)
Where the random factors are Family and Replicate.
From these priors, I get intervals for my Family effect,
> HPDinterval(model1$VCV[,"Family"])
lower upper
var1 0.09660338 0.8888039
> HPDinterval(model2$VCV[,"Family"])
lower upper
var1 0.1944570 2.120540
> HPDinterval(model3$VCV[,"Family"])
lower upper
var1 0.2099238 1.529794
I feel bad that I don't understand better how to specify the components
of these priors, but from what I understand, the model should return
similar values even if the priors are very different. I've looked
through the vignette thoroughly, but didn't get a sense of what I was
supposed to do if alternate priors returned different answers. I'm not
sure whether this is telling me that all the information is coming from
my priors (and there is, in fact, no information in the data), or I am
just incorrectly specifying my priors.
Any insight would be very much appreciated! Happy holidays,
Cristina Ledon-Rettig
UNC-Chapel Hill
*I am using lme4 version 0.99375-28 with Mac OS X version 10.5
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