[R-sig-ME] multivariate MCMCglmm

Ingleby, Fiona fci201 at exeter.ac.uk
Fri Jun 3 20:58:26 CEST 2011

Dear All,

A beginner's question, I'm afraid. I'm trying to fit a multivariate mixed model using the MCMCglmm function. I have a 22-dimensional response variable which is reduced to 3 dimensions after carrying out a suitable principal components analysis. I fitted the following prior:


for the model:


The model ran with no problems and I was happy that I understood the results.

However, I was recently advised that by carrying out my analysis using 3 PCs which explain ~75% of the variation, I could have lost some important variation and should therefore try the model with all 22 original response variables. So I fitted the same model, but with a 22-dimensional response, and also adjusted the 'family' command to suit my response matrix. Then I adjusted the prior as follows:


and I get an error message saying I have an 'ill-conditioned G/R structure'. 

My question is two-fold: firstly, can anyone offer guidance as to where I'm going wrong with the 22-dimensional dataset analysis; and secondly, if (as I fear) the reason my second model isn't working is because I have fundamentally misunderstood some aspect of prior distribution specification for multivariate models in general, then is my prior for the first model actually a suitable one?

I would greatly appreciate any guidance offered, and apologies if I have missed something really obvious, I'm new to this type of analysis.

Many thanks,


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