[R-sig-ME] trouble getting data scale predictions from a binomial MCMCglmm model
j.hadfield at ed.ac.uk
Wed Mar 23 15:48:52 CET 2011
Sorry, I saw your prior specification with a G-structure and presumed
you'd fitted a random effect. Your method is taking a point estimate
of the fixed effects from summary, whereas the predict function uses
the complete posterior. This should explain the discrepancy.
In many replicates you will have complete separation (since p=0.001
for 25 the data points associated with treatment 2) or something close
to this. This shouldn't effect the consistency of getting the
predictions in the two ways, but you need to be very careful about
under/overflow and priors. In this example I would set the prior
variance on the fixed effects to something like pi^2/3+1 or pi^2/3+2.
On 23 Mar 2011, at 13:15, Kari Ruohonen wrote:
> Hi Jarrod and thanks for a quick reply.
> But the example I gave does not have random effects so the sum of
> variance components is 1 as used in my calculation:
> Iterations = 3001:12991
> Thinning interval = 10
> Number of chains = 1
> Sample size per chain = 1000
> 1. Empirical mean and standard deviation for each variable,
> plus standard error of the mean:
> Mean SD Naive SE Time-series SE
> 1 0 0 0
> 2. Quantiles for each variable:
> 2.5% 25% 50% 75% 97.5%
> 1 1 1 1 1
> And with marginal=NULL the predictions are the same as without it in
> this case. So, I am still not sure I got it. The predict.MCMCglmm
> to do something differently than my direct model matrix & coefficients
> approach in the example below.
> regards, Kari
> On Wed, 2011-03-23 at 12:48 +0000, Jarrod Hadfield wrote:
>> Dear Kari,
>> The default in the predict function is to obtain the expectation
>> marginalising the random effects, hence you should be multiplying c2
>> by the sum of the variance components (if the random structure is a
>> simple grouping) if you want to obtain the same answer.
>> you could specify marginal=NULL in the call to predict and this
>> be the same as your preds.data.
>> See the posts for https://stat.ethz.ch/pipermail/r-sig-mixed-models/2011q1/005575.html
>> On 23 Mar 2011, at 12:19, Kari Ruohonen wrote:
>>> I have fitted a binomial model (logit link) with MCMCglmm by fixing
>>> unit variance to 1 as discussed in the CourseNotes of MCMCglmm.
>>> Now, I would like to get predictions on the data scale. I know there
>>> a predict function that does this but I need to be able to predict
>>> outside R. With the usual X%*%b where X is the model matrix and b
>>> vector of coefficients I get predictions on the link scale. The
>>> predictions I get match those from the predict.MCMCglmm method with
>>> type="terms" option. However, I cannot figure out how to get the
>>> predictions on the data scale. CourseNotes discuss and give an
>>> of scaling the coefficients suitably with c2 <- (16*sqrt(3)/
>>> and then dividing with (sqrt(1+c2*residual var)) to obtain estimates
>>> under residual variance =0 but I cannot figure out how to apply this
>>> the case of predictions.
>>> Here is a small example based on one in the CourseNotes:
>>> # the next predictions correspond to those from predict.MCMCglmm
>>> with "
>>> # type="terms"
>>> # but these do not correspond those with type="response"
>>> I am obviously missing something and would be grateful to someone
>>> helping me out.
>>> Many thanks, Kari
>>> R-sig-mixed-models at r-project.org mailing list
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