[R-sig-ME] How to determine the length of the required burn-in until convergence in MCMCglmm package or another package
Euis Aqmaliyah
aqmalsaepul at gmail.com
Tue Mar 28 14:16:42 CEST 2017
Hi Jarrod,
Zero-Inflated that i meant is not Zero-Inflated Poisson. It is follow a
semicontinuous distribution with a mixture
of zeros and continuously distributed positive values.
But, i have tried to set fix residual variance and the convergence has
reached in two model that i use.
Thank you for your advice.
Regards
Pada tanggal 28 Mar 2017 01.18, "Jarrod Hadfield" <j.hadfield at ed.ac.uk>
menulis:
> Hi Euis,
>
> In an earlier post you said you were fitting zero-inflated models
> (zipoisson)? Is it possible you
>
> a) forgot to fix the non-identifiable residual variance for the
> zero-inflation process at some value (e.g. 1)?
>
> b) that the data are not zero-inflated but just over-dispersed so the
> zero-inflation parameters are heading off towards -Infinity?
>
> Cheers,
>
> Jarrod
>
>
>
> On 27/03/2017 18:40, Ben Bolker wrote:
>
>> [please keep r-sig-mixed in Cc:]
>>
>> To repeat what I said below, the general brute-force strategy would be
>>
>> N=2 (or 10 or something)
>> run MCMCglmm with some reasonably optimistic default settings such that
>> the final sample size (nitt-nburn)/thin is 1000
>> while (convergence not satisfactory)
>> nitt = N*nitt
>> thin = N* thin
>> re-try MCMCglmm
>>
>> This brute force strategy will fail if something is wrong with your
>> model (e.g. underdetermined). Strengthening priors may help. Other
>> than that, without more information, we really can't help you more.
>>
>> On 17-03-27 11:19 AM, Euis Aqmaliyah wrote:
>>
>>> Thank you for your reply.
>>>
>>> I'm sorry if my subject mail or my question is not clear.
>>> Actually, i have understood that diagnostic convergence can use
>>> potential scale reduction, potential scale reduction factor, or use
>>> trace plot or another graphic (i use potential scale reduction and
>>> trace plot). But, in MCMCglmm Tutorial that i read, if convergence
>>> hasn't reached, we can increase length of chain, or length of burn-in,
>>> or thinning interval. So, it is that i ask.
>>> Oh yes, i also have apply raftery.diag(). The output show sample size
>>> that i need. So, i combine chain length, burn-in length, and thinning
>>> interval so that yield sample size like in that output. But, it is still
>>> doesn't convergence.
>>>
>>> Regards
>>>
>>> Pada tanggal 27 Mar 2017 21.16, "Ben Bolker" <bbolker at gmail.com
>>> <mailto:bbolker at gmail.com>> menulis:
>>>
>>> We would probably need more information to help you.
>>> Some quick thoughts:
>>>
>>> - MCMCglmm usually burns in very quickly. I would guess that
>>> either
>>> (1) your problem/data are really pathological; (2) you're confusing
>>> "burn-in" with "mixing"; if your chain reaches the stationary state
>>> quickly but samples it slowly, then you're having a burn-in rather
>>> than a mixing problem. In general PRSF is meant to diagnose
>>> convergence, not just burn-in. (Although now that I read your
>>> question, it sounds like it's only the title that's specific to
>>> burn-in ...)
>>>
>>> - I think what most people do is brute-force (increase length of
>>> chain, increasing thinning at the same time so that the number of
>>> samples remains constant, until traceplots look OK/PRSF looks OK).
>>> - setting more informative priors may be helpful/necessary
>>> - the coda package has other diagnostics, in particular the
>>> Raftery-Lewis (raftery.diag()), which is supposed to estimate the
>>> chain length required for convergence. You should be able to apply
>>> it
>>> to the components of an MCMCglmm fit ($Sol, $VCV, etc.), which are
>>> mcmc objects
>>>
>>>
>>>
>>> On Mon, Mar 27, 2017 at 5:16 AM, Euis Aqmaliyah
>>> <aqmalsaepul at gmail.com <mailto:aqmalsaepul at gmail.com>> wrote:
>>> > Hi,
>>> >
>>> > I stil try fit linear mixed model. I use Potencial Scale Reduction
>>> (PSR) to
>>> > check convergence. But, it still dosn't convergence. Is there any
>>> function
>>> > that can i use to determine length of chains, length of burn-in,
>>> or
>>> > thinning interval?
>>> >
>>> > Thank you.
>>> >
>>> > [[alternative HTML version deleted]]
>>> >
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>
>
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