[R-sig-ME] Deviations from normality in MCMC models

[landon hurley]

On 01/06/2017 10:04, Christopher Robinson wrote:
> The MCMCglmm package in R allows users to specify the distribution 
> family for each variable. Unfortunately, I cannot fit a gamma 
> distribution to my data because MCMCglmm currently does not support 
> this family. My question is how sensitive to deviations from 
> normality is MCMC? That is, if I apply a gaussian distribution to 
> this variable, will my results be strongly affected?

Chris,

Why not fit the normal model, cross-validate, and then decide if its
adequate? Depending upon the sample size of course, it may not make a
large difference in terms of choice of the prior, beyond support
constraints introduced for the variable being modelled if you used
something other than Gaussian.

If negative predicted responses are of a concern (assuming it's
truncated at zero), it looks like you could potentially use the censored
Gaussian family options, which would at least restrict you to the same
support as a Gamma distribution.




-- 
Violence is the last refuge of the incompetent.