[R-sig-ME] MCMCglmm prior distributions

[Jarrod Hadfield]

Hi,

This gives the b's a common variance. There is no point giving them  
individual variances unless you want to treat them as `fixed' but  
place a t-prior rather than a normal prior on each effect.

Jarrod




Quoting Boby Mathew <bobyboby at gmail.com> on Mon, 20 Oct 2014 14:42:02 +0200:

> 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.
>>>
>>>         [[alternative HTML version deleted]]
>>>
>>> _______________________________________________
>>> 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.
>



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