Re: [R-sig-phylo] MCMCglmm for categorical data with more than 2 levels - prior specification?

2013-08-20 Thread Alan Cobo-Lewis
Jarrod,


How does gelman.prior work (or how should it be modified) to
accommodate fixed formulas involving the reserved word 'trait'?


thanks

Alan Cobo-Lewis

Dept of Psychology

Univ of Maine


GESENDET: Freitag, 02. August 2013 um 14:54 Uhr
 VON: Jarrod Hadfield j.hadfi...@ed.ac.uk
 AN: Sereina Graber sereina.gra...@gmx.ch
 CC: r-sig-phylo@r-project.org
 BETREFF: Re: Aw: Re: [R-sig-phylo] WG: Re: Re: MCMCglmm for
 categorical data with more than 2 levels - prior specification?
 Hi,
 They are the effect of the covariates on the probability of being in
 the categories 2,3,4 versus category 1. Note that your effective
 sample sizes are very small which means mixing is a problem and you
 need to run it for longer. Numerical/Inferential problems can also
 occur if the joint distribution of the predictors and the outcomes
 results in `extreme categorical problems'. You then might want to
 follow Gelman's advice on priors for fixed effects. See the function
 gelman.prior.

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Re: [R-sig-phylo] MCMCglmm for categorical data with more than 2 levels - prior specification?

2013-08-02 Thread Jarrod Hadfield

Hi Sereina,

You should not get that error message when you do not specify a prior  
- but if you do can you let me know.


For the prior you specified you get the error message because  
us(trait):units is specifying a 3x3 covariance matrix, and yet your  
prior, R=list(V=1,nu=0.002), is specifying a 1x1 matrix. V should be a  
3x3 matrix, but note that the residual covariance matrix with  
categorical data cannot be estimated from the data. For this reason  
most people would not fit a weak prior (i.e. nu=0.002) but fit a very  
strong prior (fixing it at some value a priori using fix=1 in the  
prior specification). The choice of residual covariance matrix is  
arbitrary - the results can always be expressed in a way that do not  
depend on the choice of residual covariance matrix (See the  
CourseNotes).


The fixed and random effect formulae are also a bit odd.  This type of  
model is essentially equivalent to a trivariate model where the three  
traits (on the latent scale) are the differences on a log scale  
between the probability of being in categories 2,3 or 4 compared to  
category 1:


 log(Pr(nominal[2]))-log(Pr(nominal[1]))
 log(Pr(nominal[3]))-log(Pr(nominal[1]))
 log(Pr(nominal[4]))-log(Pr(nominal[1]))

where nominal[1] is called the baseline category. You can change the  
baseline category by reordering the factor levels in nominal.


By having ~animal in the random formula you are assuming that a) the  
phylogenetic variance for each contrast is equal  and b) that the  
correlation between the phylogenetic effects is one. This may make  
sense in some models and with some types of base-line category, but  
not generally I think. us(trait):animal allows the phylogenetic  
variances to differ over the traits and for each pair of traits to  
have a unique phylogenetic correlation. There are also other variance  
structures that can be fitted that are somewhere between these two  
extremes.


For the same reason you probably want to have trait specific  
intercepts and trait specific regression coefficients for the  
covariates.  This can be achieved by having:


~ trait-1+trait:lnBrain + trait:binary.x

I remove the global intercept (-1) because I find the model output  
easier to interpret, but it is not necessary.


You need to be careful with this type of model on these type of data,  
because generally there is not much information from data on extant  
taxa about the parameters of comparative analyses, particularly when  
the data are categorical. This means that priors, even ones that  
appear innocuous such as flat priors, may have a substantial influence  
on the posterior. In addition, numerical problems may exist in  
categorical models when the posterior distribution for the  
phylogenetic intra-class correlations has support in regions close to  
one (either because the true value is close to one, or because the  
posterior distribution is very wide because the data are not very  
informative).  This can be checked by saving the latent variables  
(pL=TRUE in the call to MCMCglmm) and making sure that the absolute  
values of the latent variables do not regularly exceed 20. Lastly,  
mixing may be (very) poor so you may have to wait an inordinate amount  
of time to completely sample the posterior.


Cheers,

Jarrod





Doing this is fine: you can always rescale the model parameters post analysis



Quoting Sereina Graber sereina.gra...@gmx.ch on Fri, 2 Aug 2013  
10:17:58 +0200 (CEST):




Hi all,

I am doing a phylogenetic analysis using the MCMCglmm package with the
phylogenetic tree as the pedigree (Hadfield  Nakagawa 2010). I have a
categorical response variable (nominal) with more than 2 categories
(4 categories in total) and a continuous and a binary explanatory
variable. My model:

mod-MCMCglmm(nominal ~ lnBrain + binary.x, random= ~animal,
family=categorical,rcov=~us(trait):units, prior=prior4,
data=bird.data, pedigree=bird.tree)

Now there is always the following error message appearing if I do not
specify any priors, thus, using the default:

 Error in priorformat(if (NOpriorG) { :
  V is the wrong dimension for some prior$G/prior$R elements

However, I then tried different priors which didn`t work, because I
would have the wrong dimensions in the prior...can any one help me
with how I have to specifiy the priors correctly, what dimensions do I
need? My priors:

var2-cbind(c(1e+08,0.1,0.1), c(0.1,1e+08,0.1),c(0.1,0.1,1e+08))
prior4-list(R=list(V=1,nu=0.002), G=list(G1=list(V=1,
nu=0.002)),B=list(mu=rep(0,3), V=var2))

These priors lead to the error:

Error in priorformat(if (NOpriorG) { :
  V is the wrong dimension for some prior$G/prior$R elements

For any help I am very grateful.

Best


--
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.

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