[R-sig-ME] Predicted values in MCMCglmm family="threshold"

[Jarrod Hadfield]

Hi,

? should be - (and microsoft should be *)

Jarrod


Quoting Jarrod Hadfield <j.hadfield at ed.ac.uk> on Fri, 21 Mar 2014  
14:14:50 +0000:

> Hi,
>
> have
>
> cp<-c(-Inf, 0, cp.est, Inf)
>
> where cp.est are the estimated cutpoints (if there are any - with 2  
> categories there are none).
>
> Have linear predictor nu = xb or nu=xb+zu. If the former (and there  
> are random effects) then have v the sum of the variance components  
> associated with that term, and if the latter have v as the units  
> variance associated with that term.
>
> Have obs<-1:k where k is the number of categories (2+the number of  
> estimated cutpoints) and the probability of falling into a category  
> conditional on nu and v is:
>
> pnorm(cp[obs+1], nu , sqrt(v)) ? pnorm(cp[obs], nu, sqrt(v))
>
> for family=threshold, and
>
> pnorm(cp[obs+1], nu , sqrt(v+1)) ? pnorm(cp[obs], nu, sqrt(v+1))
>
> for ordinal.
>
> For example,
>
> cp.est<-1
> cp<-c(-Inf, 0, cp.est, Inf)
> k<-2+length(cp.est)
> obs<-1:k
> nu<--1
> v<-2
> pnorm(cp[obs+1], nu , sqrt(v))-pnorm(cp[obs], nu, sqrt(v))
>
> Jarrod
>
>
> Quoting Shamil Sadigov <shamil at gmail.com> on Fri, 21 Mar 2014 14:56:25 +0200:
>
>> Hi Jarrod,
>>
>> I am using the new family="threshold" in MCMCglmm version 2.18 with a
>> 5-variate ordered response. I would like to obtain the predicted responses
>> for on the original ordinal scale, but I am not sure how to do so for
>> either "ordinal" or the "threshold" family.
>>
>> 1. For family="threshold" the posterior predicted probabilities are :
>>
>>                post.pred[, keep] <- pnorm(post.pred[, keep], 0,
>> sqrt(postvar[, keep]))
>>
>> How can I classify these probabilities into the original ordinal scale?
>>
>>
>> 2. I can see that for family="ordinal", cut points (CP) are used in
>> predict.MCMCglmm():
>>
>>  for (i in 2:(dim(CP)[2] - 1)) {
>>                  q <- q + (pnorm(CP[, i + 1] - post.pred[, keep],  0,
>> sqrt(postvar[, keep] + 1)) - pnorm(CP[, i] - post.pred[, keep], 0,
>> sqrt(postvar[, keep] + 1))) * (i - 1)
>>                                        }
>> Are the thresholds and the posterior predictive values (using type =
>> "terms") on the linear (latent variable) scale?
>>
>> What would be the interpretation of the predicted values obtained from
>> using type= "response" with family = "ordinal"? (All 5 ordinal responses
>> are coded 1-3, and the predicted values from predict.MCMCglmm are real
>> numbers between 0-6.)
>>
>> Regards,
>> Shamil.
>>
>> 	[[alternative HTML version deleted]]
>>
>> _______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>
>>
>
>
>
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>



-- 
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.