[R-sig-ME] MCMCglmm Starting Value structure

[Robin Jeffries]

I am encountering the same problem of defining the starting values,
yet for a different model. I am running a survival model with no
random effects on n subjects.

run1 <- MCMCglmm(cbind(low, up) ~ var1 + var2,
              family="cengaussian", data=sex,
              nitt=2100, thin=5, burnin=100,
              prior = prior1, tune=NULL, pl=TRUE)

prior1 <- list(R = list(V=1, n=0.002),
                       B = list(mu=rep(0,2), V=prior.var))

Since I have no random effects, there is no G matrix and  the
liabilities are just a single vector with a scalar variance.
So for example, say I want to start the liabilities at 1
prop.mean <- as.matrix(rep(1,n))
and a prior variance
prop.var <- 3

If I don't provide starting value for my residuals, R,
test2a <- MCMCglmm(cbind(low, up) ~ var1 + var2,
                 family="cengaussian", data=sex,
                 nitt=2100, thin=5, burnin=100,
                 prior = prior1, tune=prop.var,
                 start=list( liab=prop.mean, QUASI=FALSE),
                 pl=TRUE)

I get the error message: Error in if (dim(tune[[i]])[1] !=
dim(tune[[i]])[2] | dim(tune[[i]])[2] !=  :
  argument is of length zero

Since R is a scalar, I tried to use the same structure as the prior
run2b <- MCMCglmm(cbind(low, up) ~ var1 + var2,
                 family="cengaussian", data=sex,
                 nitt=2100, thin=5, burnin=100,
                 prior = prior1, tune=prop.var,
                 start=list(R=list(V=1),
                            liab=prop.mean,
                            QUASI=FALSE),
                 pl=TRUE)
but got the same dimension mis-match error.

If i use the error term from run1  as starting values for R,
run2c <- MCMCglmm(cbind(low, up) ~ var1 + var2,
                 family="cengaussian", data=sex,
                 nitt=2100, thin=5, burnin=100,
                 prior = prior1, tune=prop.var,
                 start=list(R=list(V=run1$error.term),
                            liab=prop.mean,
                            QUASI=FALSE),
                 pl=TRUE)

I get the error: Error in eigen(m, only.values = TRUE) :
  (list) object cannot be coerced to type 'double'

At this point I cannot decipher what it is I need to change to
properly provide starting values.

Thanks,
-Robin


On Tue, Jun 7, 2011 at 9:26 PM, Jarrod Hadfield <j.hadfield at ed.ac.uk> wrote:
>
> Hi,
>
> A bug has crept into MCMCglmm at some point when specifying starting
> values. The correct syntax should be start2c for which you get an error
> message. I will update as soon I have finished some of the other updates
> I am working on. As a work around you can add another matrix to the G
> element:
>
> start2c$G[[5]]<-diag(2)
>
> It will be ignored but will alow the code to run.
>
> Sorry,
>
> Jarrod
>
>
>
>
>
> On Tue, 2011-06-07 at 10:34 -0700, Robin Jeffries wrote:
> > I am having some difficulty defining the correct structure for the
> > starting values in MCMCglmm.
> > Several prior google searches for examples of starting values for
> > MCMCglmm resulted only in one unhelpful L-serv posting where the
> > poster was subsequently told to RTM and quit posting. I hope that I
> > show that I have spent time trying to find the answer on my own prior
> > to posting.
> >
> >
> > My prior structure is:
> >
> > prior1 = list(R = list(V = 1, nu = .002),
> >   G = list(
> >    G1 = list(V = diag(3), n=4),
> >    G2 = list(V = diag(3), n=4),
> >    G3 = list(V = 1, nu=1),
> >    G4 = list(V = 1, nu=1)
> > ))
> >
> >
> > To set up starting values I first set Rc and Gc to be vectors of
> > length 1 and 20 respectively. I then tried the starting value
> > structure as
> >
> > start2a = list( R = Rc,
> >   G = list(
> >    G1 = Gc[1:9],
> >    G2 = Gc[10:18],
> >    G3 = Gc[19],
> >    G4 = Gc[20]),
> > QUASI=FALSE)
> >
> > which gives me the error "V is the wrong dimension for some
> > startG/startR elements"
> > So I tried to structure it exactly as the priors (with lists and matricies)
> >
> > start2b = list(R = list(V =Rc),
> > G = list(
> >  G1 = list(V = matrix(Gc[1:9], nrow=3, ncol=3)),
> >  G2 = list(V = matrix(Gc[10:18], nrow=3, ncol=3)),
> >  G3 = list(V = Gc[19]),
> >  G4 = list(V = Gc[20])
> > ))
> >
> > and got the same error message.
> >
> > Since the help file/notes/vignette says that "the starting values is a
> > list of 4 possible elements, where G itself is also a list with as
> > many elements as RE components" I tried a combination of the above
> > two:
> >
> > start2c = list(
> > R = Rc,
> > G = list(
> >  G1 = matrix(Gc[1:9], nrow=3, ncol=3),
> >  G2 = matrix(Gc[10:18], nrow=3, ncol=3),
> >  G3 = Gc[19],
> >  G4 = Gc[20]),
> > QUASI=FALSE)
> >
> > but then was greeted with the error "Error in start$G[[r]] : subscript
> > out of bounds"
> >
> > If someone could help me out with what the structure of the starting
> > values is supposed to look like, it would be appreciated.
> >
> >
> > Robin Jeffries
> > MS, DrPH Candidate
> > Department of Biostatistics
> > UCLA
> > 530-633-STAT(7828)
> >
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >
>
>
>
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