[R-sig-ME] examples of combining chains from MCMCglmm

Joshua Wiley jwiley.psych at gmail.com
Sun Sep 16 22:01:09 CEST 2012

Hi All,

Just wondering if anyone has examples lying around of combining chains
from different runs of MCMCglmm on the same model?  If anyone does,
I'd love to look at some.  Ideally they would be generalized (i.e.,
able to combine an arbitrary number of chains).  If not, once I am
done I will probably make a little example and post it somewhere.

Also, the time to complete does not seem to be a linear function of
the number of iterations.  Does anyone have comments on that?  I am
saving a bunch of information (pr = TRUE, pl = TRUE, saveX = TRUE,
saveZ = TRUE, saveXL = TRUE) so perhaps it has to do with that.  I ran
2e4 iterations and it took about 6.5 minutes.  6e4 iterations took
39.5 minutes, or nearly twice as long as would be expected from a
linear increase.  I cannot share the actual data, but the general
structure of the model is:

MCMCglmm(outcome ~ 22 fixed predictors, family = "ordinal", data = dat,
    random = ~ var1 + var2,
    prior = list(
      B = list(mu = rep(0, 23), V = diag(23) * (1 + 1)),
      R = list(V = 1, fix = 1),
      G = list(
        G1 = list(V = 1, nu = .002),
        G2 = list(V = 1, nu = .002)
    pr=TRUE, pl=TRUE, saveX = TRUE, saveZ = TRUE, saveXL = TRUE,
    nitt = 4e5, thin = 1000, burnin = 1e4)

The thinning is high because I had problems with autocorrelation on
some parameters, possible mixing issues related to relatively
unbalanced distribution of the outcome (approximately 80%, 10%, 10%
for a three level ordered outcome).

Thanks for any thoughts or tips,


Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles

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