SCM

[#68] mcmcsamp is broken

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Date:
2007-11-09 21:37
Priority:
3
State:
Open
Submitted by:
Douglas Bates (dmbates)
Assigned to:
Douglas Bates (dmbates)
Product:
methods for mer objects
Operating System:
All
Component:
R or C functions
Version:
v0.999375
Severity:
major
Resolution:
Accepted As Bug
URL:
 
Summary:
mcmcsamp is broken

Detailed description
I think I must have missed an inverse in the update of the variance components when switching from the Omega representation to the ST representation. The current chains are nonsense.

Followup

Message
Date: 2008-06-23 12:39
Sender: Douglas Bates

Starting with release 0.999375-16 the mcmcsamp function has switched to a Gaussian update of the redundant (i.e. possibly negative) representation of variance components. This gives the desired behavior of not getting stuck near zero but the results for the variance components seem to be systematically too small. Also sampling of covariance components needs to be added (the MCMC_T function in lme4/pkg/src/lmer.c).
Date: 2008-04-04 15:56
Sender: Douglas Bates

The mcmcsamp method does work for LMMs in version 0.999375-10 and later but can still get stuck when values of a variance component approach zero. Redundant parameters (a la Gelman et all, JCGS, 2008) may help - however I am still concerned about whether they make sense because the posterior density is improper in those cases.

Attached Files:

Changes:

Field Old Value Date By
ResolutionNone2008-04-04 15:56dmbates
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