[R-sig-ME] pMCMC and HPD in MCMCglmm

m.fenati at libero.it m.fenati at libero.it
Wed Aug 24 12:45:25 CEST 2011


The posterior distribution seem to be only slightly skewed. 
However the question remains: what is the sense of the discrepancy between HPD 
and pMCMC? 

Thanks

Massimo



----Messaggio originale----
Da: ndjido at gmail.com
Data: 24/08/2011 11.43
A: "m.fenati at libero.it"<m.fenati at libero.it>
Cc: <r-sig-mixed-models at r-project.org>
Ogg: Re: [R-sig-ME] pMCMC and HPD in MCMCglmm

Check your posterior distributions, the one corresponding to GENDER seems to 
be skewed. 
Ardo.
On Wed, Aug 24, 2011 at 11:33 AM, m.fenati at libero.it <m.fenati at libero.it> 
wrote:
As suggested by Ben Bolker, I re-post the following question in this list.
Thanks

>Dear R users,
>I’d like to pose aquestion about pMCMC and HDP.
>I have performed a mixed logistic regression by MCMCglmm (a very good
package)
>obtaining the following results:
>
>Iterations = 250001:799901
>Thinning interval = 100
>Sample size = 5500
>
> DIC: 10.17416
>
>G-structure: ~ID_an
>
> post.mean l-95% CI u-95% CIeff.samp
>ID_an 0.7023 0.0001367 3.678 2126
>
> R-structure: ~units
>
> post.mean l-95% CIu-95% CI eff.samp
>units 1 1 1 0
>
> Location effects: febbreq~ as.factor(sex)
>
> post.mean l-95% CIu-95% CI eff.samp pMCMC
>(Intercept) -3.6332 -5.6136 -1.7719 3045 <2e-04 ***
>as.factor(sex)M -2.9959 -6.0690 0.1969 2628 0.0455 *
>---
>Signif. codes: 0 ‘***’0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
>
>As you can see, pMCMC for gender is just less than 5%, but the credible
>interval (HPD) is wide and includes the 0 value.
>How can I interpret these different results?
>
>Thank you in advance
>
>Massimo
>
>-----------------------
>Massimo Fenati
>DVM
>Padova - Italy

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