[R-sig-ME] MCMCglmm Poisson with an offset term and splines

Ben Bolker bbolker at gmail.com
Fri Sep 22 21:12:08 CEST 2017


  I suspect that the broad range of the prior variances (from 1e8 to
1e-8) has led to an underflow error.  Try setting the prior variances
to 1e4 for all but the offset element and 1e-4 for the offset element ...

  Just a quick comment: this is why it can be helpful to provide a
minimal reproducible example
(you don't necessarily have to give us all of your data: see
https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example).
Debugging one step at a time can be frustrating for all concerned ...

On Fri, Sep 22, 2017 at 1:34 PM, dani <orchidn at live.com> wrote:
> Hi again,
>
>
> Thanks! It looks like it is working. This is like V looks like:
>
>> prior$B$V
>        [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
>  [1,] 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>  [2,] 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>  [3,] 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>  [4,] 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>  [5,] 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>  [6,] 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00
>  [7,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00
>  [8,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00
>  [9,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00
> [10,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00
> [11,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e-08
>
> However, when I run my model, I get this new error:
>  fixed effect V prior is not positive definite
>
>
> Thanks!
>
> Sent from Outlook<http://aka.ms/weboutlook>
> ________________________________
> From: Matthew <mew0099 at auburn.edu>
> Sent: Friday, September 22, 2017 10:20:45 AM
> To: dani; Jarrod Hadfield; r-sig-mixed-models at r-project.org
> Subject: Re: [R-sig-ME] MCMCglmm Poisson with an offset term and splines
>
>
> Hi Dani,
>
>
> Redo the prior specification from scratch (i.e., overwrite the entire `prior` object). The original code creates an unecessary/undefined element in the prior list.
>
>
> Matthew
>
>
> ****************************************************
> Matthew E. Wolak, Ph.D.
> Assistant Professor
> Department of Biological Sciences
> Auburn University
> 306 Funchess Hall
> Auburn, AL 36849, USA
> Email: matthew.wolak at auburn.edu<mailto:matthew.wolak at auburn.edu>
>
>
> On 22/09/17 12:17, dani wrote:
>
> just a correction, the code prior$B$V[k,k]<-1e-8 works but the model provides this error
>
>
> Error in MCMCglmm(y ~ x1 + x2 + X8 + x9 +x10 +  :
>   prior list should contain elements R, G, and/or B only
>
>
>
> Sent from Outlook<http://aka.ms/weboutlook>
>
>
> ________________________________
> From: Matthew <mew0099 at auburn.edu><mailto:mew0099 at auburn.edu>
> Sent: Friday, September 22, 2017 10:10 AM
> To: dani; Jarrod Hadfield; r-sig-mixed-models at r-project.org<mailto:r-sig-mixed-models at r-project.org>
> Subject: Re: [R-sig-ME] MCMCglmm Poisson with an offset term and splines
>
> Hi Dani,
>
> Jarrod probably meant
>
> prior$B$mu[k]<-1 # assuming the offset term is last
> prior$B$V[k,k]<-1e-8
>
> Instead of:
>
> prior$mu[k]<-1 # assuming the offset term is last
> prior$B[k,k]<-1e-8
>
>
> Sincerely,
> Matthew
>
> ****************************************************
> Matthew E. Wolak, Ph.D.
> Assistant Professor
> Department of Biological Sciences
> Auburn University
> 306 Funchess Hall
> Auburn, AL 36849, USA
> Email: matthew.wolak at auburn.edu<mailto:matthew.wolak at auburn.edu>
>
> On 22/09/17 12:01, dani wrote:
>> Hi Jarrod,
>>
>>
>> Thank you so much for your prompt and helpful response!
>>
>> I ran the code you sent me for the prior, but I am getting the following error:
>>
>> Error in prior$B[k, k] <- 1e-08 :
>>    incorrect number of subscripts on matrix
>>
>>
>> Here is what I get for prior:
>>> prior
>> $B
>> $B$V
>>         [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
>>   [1,] 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>>   [2,] 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>>   [3,] 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>>   [4,] 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>>   [5,] 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00
>>   [6,] 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00 0e+00
>>   [7,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00 0e+00
>>   [8,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00 0e+00
>>   [9,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00 0e+00
>> [10,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08 0e+00
>> [11,] 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 1e+08
>>
>> $B$mu
>>   [1] 0 0 0 0 0 0 0 0 0 0 0
>>
>>
>> $R
>> $R$V
>> [1] 1
>>
>> $R$nu
>> [1] 0
>>
>>
>> $G
>> $G$G1
>> $G$G1$V
>> [1] 1
>>
>> $G$G1$nu
>> [1] 0
>>
>>
>> $G$G2
>> $G$G2$V
>> [1] 1
>>
>> $G$G2$nu
>> [1] 0
>>
>>
>> $G$G3
>> $G$G3$V
>> [1] 1
>>
>> $G$G3$nu
>> [1] 0
>>
>>
>>
>> $mu
>>   [1] NA NA NA NA NA NA NA NA NA NA  1
>>
>>
>>
>> I am not sure what to do next. Any help would be very appreciated!
>>
>> Best regards,
>>
>> N-M
>>
>>
>>
>> Sent from Outlook<http://aka.ms/weboutlook>
>>
>>
>> ________________________________
>> From: Jarrod Hadfield <j.hadfield at ed.ac.uk><mailto:j.hadfield at ed.ac.uk>
>> Sent: Thursday, September 21, 2017 9:55 PM
>> To: dani; r-sig-mixed-models at r-project.org<mailto:r-sig-mixed-models at r-project.org>
>> Subject: Re: [R-sig-ME] MCMCglmm Poisson with an offset term and splines
>>
>> Hi,
>>
>> The model looks OK as far as can be assessed without knowing the data.
>> For the offset term you need to hold the associated coefficient at 1 by
>> placing a strong prior on it. If  you want everything else to have the
>> default prior then use:
>>
>> k<-11 # number of fixed effects
>>
>> prior<-list(B=list(V=diag(k)*1e8, mu=rep(0,k)),
>>               R=list(V=1, nu=0),
>>               G=list(G1=list(V=1, nu=0),
>>                      G2=list(V=1, nu=0),
>>                      G3=list(V=1, nu=0)))
>>
>> prior$mu[k]<-1 # assuming the offset term is last
>> prior$B[k,k]<-1e-8
>>
>> The interpretation of the offset is simply the coefficient is assumed to
>> be one and that the rate at which events occur is constant.
>>
>> Cheers,
>>
>> Jarrod
>>
>>
>>
>>
>> On 22/09/2017 01:52, dani wrote:
>>> Hello everyone,
>>>
>>> I have a Poisson model with an offset term that involves repeated observations nested into two cross-classified groups.
>>>
>>> The model includes
>>> - four categorical variables
>>> - 6 continuous variables (for one of them I would like to include a smoother)
>>> - the offset=log(duration)
>>>
>>> I first used the spl2 function to create the fixed ((x6numspline1) and random terms (x6numspline2) for the smoother. I added the random smoother term to the other two random intercepts (for student ID and classroom) that I have (which are cross-classified).
>>>
>>> My question is: Do you find my model sound? Before I study the priors, I just wanted to run a default model - is my inclusion of an offset ok? Also, given that the observations are repeated and nested into both Student ID and classroom, I am not sure how to specify the variance structure in MCMCglmm (beginner here:))
>>>
>>> mc_spl0 <- MCMCglmm(number_events ~ x1cat+x2cat+x8cat+x9cat+x3num+x4num+x5num+x6numspline1+x7num+x8num+log(duration),
>>>                       random =~ ID+class+idv(x6numspline2),
>>>                       data   = newdat,
>>>                       family = "poisson",
>>>                       thin   = 100,
>>>                       burnin = 10000,
>>>                       nitt   = 150000,
>>>                       saveX=TRUE, saveZ=TRUE, saveXL=TRUE, pr=TRUE, pl=TRUE)
>>>
>>> In addition, I am not sure what to make of the results for the offset term (included as a covariate in the model) in the output - how should I discuss them?
>>>
>>> Thank you all so much!
>>> Best regards,
>>> N-M.
>>> <http://aka.ms/weboutlook>
>>>
>>>         [[alternative HTML version deleted]]
>>>
>>> _______________________________________________
>>> R-sig-mixed-models at r-project.org<mailto:R-sig-mixed-models at r-project.org> mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>
>> --
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>> Scotland, with registration number SC005336.
>>
>>
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>>
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