[R-sig-ME] data cloning. have you seen this?

[David Duffy]

On Wed, 21 Jul 2010, Paul Johnson wrote:

> Hey, everybody:
>
> Have you seen these papers that use "data cloning" for
> hierarchical/mixed models?

As I understand the first paper, at least, they are "just" using MCMC to 
fit ML frequentist models, wuth WinBUGS being used because it is 
convenient.  I have been using data cloning for MCMC GLMM a while, and it 
does seem to improve the point estimates for the fixed effects regression 
coefficients and variance components.  I came upon it as a natural thing 
to do with a poorly mixing model on a smaller example dataset, and it was 
subsequently pointed out to me to be used in the machine learning 
literature as well.  I also decided that it was not used by WinBUGs 
because their algorithms were better formulated, and didn't need this 
crutch ;) -- it does slow things down.

Thanks for the references!

David Duffy.

PS If you are interested, I will post an example of its effects on random
effects variances for a GLMM.


-- 
| David Duffy (MBBS PhD)                                         ,-_|\
| email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
| Epidemiology Unit, Queensland Institute of Medical Research   \_,-._/
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