[R-sig-ME] MCMCglmm prior distributions

Boby Mathew bobyboby at gmail.com
Mon Oct 20 14:42:02 CEST 2014


Dear Jarrod Hadfield,

Here I have attached a small code with the simulation code. I want to
estimate the effect of 'b' here. As you suggested I treated fixed effect as
random and gave own variance. But I am not sure this is the right way.

Could you please check whether the implementation is right?

regards,
Boby

mark=100; line=150

x=round(matrix(runif(mark*line),nrow=mark))
b=rep(0,mark)
b[8]=3; b[80]=5;b[90]=5;

noise=rnorm(line,0,sqrt(1))



Line=1:line

y = b%*%x + noise

Z=t(x)

library(MCMCglmm)

data=data.frame(Phe=t(y),animal=Line)

data$animal=as.factor(data$animal)


prior2.2 <- list(G = list(G1 = list(V = 1, n = 0.002)), R = list(V = 1, n =
0.002))

mod_mcmc=MCMCglmm(Phe~1,random=~idv(Z),pr=T,data=data,nitt=50000,thin=500,burnin=10000,prior=prior2.2)

val=colMeans (mod_mcmc$Sol)




On Thu, Oct 16, 2014 at 5:51 PM, Jarrod Hadfield <j.hadfield at ed.ac.uk>
wrote:

> 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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>>
>> _______________________________________________
>> R-sig-mixed-models at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>
>>
>>
>
>
> --
> The University of Edinburgh is a charitable body, registered in
> Scotland, with registration number SC005336.
>
>
>


-- 
Dr. Boby Mathew
INRES, University of Bonn
Katzenburgweg 5
Phone: 0228732031
53115, Bonn,Germany.

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