[ADMB Users] Restricting magnitude of random effects estimates, achieving convergence of RE models
dave fournier
otter at otter-rsch.com
Thu Aug 5 03:52:36 PDT 2010
The reason that the bounded random effects vector was not carried on
with is that I realized it is the wrong approach. the right general
approach I believe is to start with a standard normal random effect
and transform it to what you want. So for a log-normal you start with
u and transform it to exp(sigma*u)
By start with I mean that the RE is parameterized by u and the log-prior
is 0.5*u*u.
In this case Hans suggestion of the logistic makes sense. You go from
u to logistic(sigma*u)
I guess the reason you don't want the logistic is that you want the
RE to look like normal near 0. So then rather than the logistic we need
a function
F(x) = x if |x|< |C-delta|
F(x) ---> C as x---> infinity
F(x) ---> -C as x --> -infinity
and use u --->F(sigma*u)
So it is like a logistic but linear near 0.
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