[R-sig-ME] MCMCglmm prior distributions

[Jarrod Hadfield]

Hi Boby,

In short - no. I haven't tried this (or thought about it much), but  
you could treat each fixed effect as a single random effect with its  
own associated variance component. Presumably, you could then specify  
the prior for the variance component in a way that induces a prior  
t-distribution on the effect. Like the Laplace it has fatter tails  
than the Normal, but it lacks the peakiness and won't give some of the  
nice features of the LASSO.

Cheers,

Jarrod



Quoting Boby Mathew <bobyboby at gmail.com> on Thu, 16 Oct 2014 16:06:13 +0200:

> Dear MCMCglmm users,
>
> Is it possible to use double exponential priors(Laplace) in MCMCglmm?
>
> Thanks for the helps.
>
> regards,
> Boby
>
>
> --
> Dr. Boby Mathew
> INRES, University of Bonn
> Katzenburgweg 5
> Phone: 0228732031
> 53115, Bonn,Germany.
>
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>
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