[R-sig-ME] DIC with multiple MCMCglmm chains

Daniel Anderson daniela at uoregon.edu
Tue Nov 4 22:14:52 CET 2014


Hi all,

I have what I hope is a relatively straightforward question. I’m running a model with MCMCglmm in which I have multiple chains. I’m able to combine estimates across chains for all the values I’m interested in via mcmc.list, but am having a hard time figuring out how to combine DIC values. I can get a DIC value for each chain, but would prefer a single value across chains, similar to what jags reports. Is this possible? Below is a quick example of obtaining separate, rather than a combined DIC value across chains.

#####
library(MCMCglmm)
data(Traffic,package="MASS")
Traffic$year<-as.factor(Traffic$year)

prior<-list(R=list(V=1,nu=0.002))

set.seed(1)
m2a.5.1<-MCMCglmm(y ~ limit + year + day, family = "poisson",
				data = Traffic, prior = prior)
set.seed(2)
m2a.5.2<-MCMCglmm(y ~ limit + year + day, family = "poisson",
				data = Traffic, prior = prior)

m2a.5.1$DIC;m2a.5.2$DIC #Separate DIC values

Thanks,
--
Daniel Anderson
Research Assistant
Behavioral Research and Teaching
University of Oregon


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