[R-sig-ME] mixed probit and rare events (MCMCglmm)

Linus Holtermann holtermann at hwwi.org
Mon Oct 12 15:58:46 CEST 2015


Hello,



I like to estimate a mixed model via MCMCglmm. My model is a binomial model (probit). There are more than 3000 observations in my data, but for some investigations the dependent variable is one for only 320 observations (zero otherwise). Is this a problem in a MCMC setup? How can I solve this problem of rare events in a probit model? Note, I want to stick to MCMC. Is a Gelman-Prior a proper choice? Are there other solutions that are implemented in MCMCglmm (or in other packages)?

Best regards,

Linus Holtermann
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