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

[m.fenati at libero.it]

Hi Jarrod,
thanks for your answer, but I have again a lot of confusion. If possible, 
could you explain to me the definition of pMCMC?
Maybe, knowing  the right definition of pMCMC I will be able to understand 
completely your answer.  

Thank a lot!

Massimo

-----------------------
Massimo Fenati
DVM
Padova - Italy



>----Messaggio originale----
>Da: j.hadfield at ed.ac.uk
>Data: 24/08/2011 13.24
>A: "m.fenati at libero.it"<m.fenati at libero.it>
>Cc: <ndjido at gmail.com>, <r-sig-mixed-models at r-project.org>
>Ogg: Re: [R-sig-ME] pMCMC and HPD in MCMCglmm
>
>Hi Massimo,
>
>They only need to be slightly skewed (even up to Monte Carlo error  
>probably) - conclusions drawn from HPDinterval and pMCMC are in  
>reality almost identical in your example, it is the consequences  of  
>the (arbitrary) distinction between <0.05 and >0.05  that makes them  
>"feel" different.  Lets say we used the cutoff <0.06 and >0.06.  Does  
>HPDinterval(m1$Sol[,3], prob=0.94) overlap zero? If not then  
>HPDinterval and pMCMC "agree" with respect to which side of the cutoff  
>the probability lies ? It may make us happier, but it shouldn't.
>
>Jarrod
>
>
>
>
>On 24 Aug 2011, at 11:45, m.fenati at libero.it wrote:
>
>> 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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>
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