# [R-sig-ME] Question about the predict function in MCMCglmm

Wed Nov 2 17:07:56 CET 2016

```Dear Joelle,

Your intuition about the different predict functions is correct. Perhaps
the discrepancy is that the diagonal elements of your user inverse V
does not have one along the diagonals? If not you should use:

mMCMC\$VCV[,"units"]+mMCMC\$VCV[,"idU"]*diag(V)

rather than:

rwoSums(mMCMC\$VCV)

If this does or does not fix the problem can you let me know.

Cheers,

Jarrod

On 01/11/2016 18:27, Joelle Mbatchou wrote:
> Hi all,
>
> I am a confused about what the predict function from MCMCglmm actually does to get the "predicted probabilities" in the context of a logistic mixed model.
>
> More precisely, I have a binary response Y and logit(E(Y|u)) = L =  Xb + u
> where X is a matrix of covariates and u~N(0, sigma_u^2 * V) where V is known.
>
> Since the response is binary, the residual term is fixed at 1. I'd fit this model in R as:
> idU <- 1:length(Y)
> prior1 <- list(R = list(V = 1, fix=1), G = list(G1 = list(V = 1, nu = 1, alpha.mu=0, alpha.V=5^2)))
> mMCMC <- MCMCglmm(Y ~ 1 + Z, random =~idU, family = "categorical", ginverse = list(idU = inverse_V), prior=prior1, pr = TRUE, verbose = F)
>
> Also in mMCMC\$Sol and mMCMC\$VCV, the samples from the joint posterior distribution of p(b,u,sigma_u^2| y) are stored? And so to approximate the marginal posterior distributions (i.e. p(b|y), p(u|y) and p(sigma_u^2|y)) we could just plot histograms of each quantity separately (for example plot(mMCMC\$VCV[,1]) for sigma_u^2)?
>
> So in the context of getting posterior predictions for the probability that Y=1 with the predict function, I am confused about what quantities are given by:
>
> pred1 <- predict(mMCMC, marginal = ~idU, type = "response")
>
> vs.
>
> pred2 <- predict(mMCMC, marginal = NULL, posterior = "mean", type = "response")
>
> More specifically, I don't understand what they represent (and how they are obtained). I thought for pred1 'Xb/sqrt(1+k^2*sigma^2)' was computed for each MCMC iteration (eqn 2.14 in CourseNotes) to approximate taking the expectation of E(Y|b, u, sigma^2) over the random effects u and then the average was taken over the MCMC iterations for b and sigma^2; however, when I do this 'by hand', I get different results. Also for pred2, I thought it was giving the predicted probabilities P(Y=1|b,u,sigma^2) so
>
>> beta_hat <- as.matrix(mMCMC\$Sol[,1:2])
>> X <- as.matrix(mMCMC\$X)
>> k <- ((16*sqrt(3))/(15*pi))^2
>> pred1_hand <- colMeans(plogis(tcrossprod(beta_hat, X) / sqrt(1 + k^2 * rowSums(mMCMC\$VCV))))
>> U <- as.matrix(mMCMC\$Sol[,-(1:2)])
>> pred2_hand <- colMeans(plogis(tcrossprod(beta_hat, X) + U))
>> head(cbind(pred1, pred2, pred1_hand, pred2_hand))                                                         pred1_hand pred2_hand
> 1 0.08467802 0.21552374 0.03564130  0.1448464
> 2 0.23766175 0.17228113 0.15399697  0.2798503
> 3 0.19338132 0.07845114 0.11215077  0.4200217
> 4 0.15685811 0.10811526 0.08232281  0.1037176
> 5 0.14048409 0.35230597 0.07032301  0.2009921
> 6 0.17927898 0.09011039 0.10013013  0.1568070
>
> Any clarification on this would be greatly appreciated. Thank you!
>
> Cheers,
> Joelle
>
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>
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