1996
DOI: 10.1007/bf00143554
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Fitting Bayesian multiple random effects models

Abstract: Bayesian random effects models may be fitted using Gibbs sampling, but the Gibbs sampler can be slow mixing due to what might be regarded as lack of model identifiability. This slow mixing substantially increases the number of iterations required during Gibbs sampling. We present an analysis of data on immunity after Rubella vaccinations which results in a slow-mixing Gibbs sampler. We show that this problem of slow mixing can be resolved by transforming the random effects and then, if desired, expressing thei… Show more

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Cited by 29 publications
(19 citation statements)
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References 32 publications
(26 reference statements)
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“…This is a well-known problem when mixed models are used in a Bayesian context (e.g. Vines et al, 1996).…”
Section: Discussionmentioning
confidence: 99%
“…This is a well-known problem when mixed models are used in a Bayesian context (e.g. Vines et al, 1996).…”
Section: Discussionmentioning
confidence: 99%
“…If only single-site sampling is possible (due to computational limitations), the parameters can be randomly updated in each MCMC step and not in the same sequential order, as suggested by Levine and Casella (2006). An additional alternative to improve mixing is to apply transformation of the location parameters in the model (Vines et al 1996;Waldmann et al 2008).…”
Section: Discussionmentioning
confidence: 99%
“…To our knowledge, this procedure of decomposing the prior distribution has not been utilized before, in the context of parameter estimation in genetics. The decomposion approach was put forward and excecuted successfully in WinBUGS by Vines et al (1996); they utilized a random effect model to analyze clinical data in the context of epidemiology. However, they did not include covariance between random effects, which makes the decomposition procedure more complex.…”
Section: Discussionmentioning
confidence: 99%
“…After converting the 24‐h day to angles in radians to match the projected normal density definition in , the fractions FijkMτ are model‐based and can be written as FijkMτ=false(τ0.5false)π/12false(τ+0.5false)π/12fθμitalicijkdθ, with the two‐dimensional mean vectors boldμijk=μ+boldmk+boldsi+boldwj+boldswij an overall mean plus mode, state, wave, and state–wave interaction effects. Sweeping (Vines, Gilks, & Wild, ) and centering Gelfand, Sahu, & Carlin () parameterizations are common in linear models to improve mixing and identifiability of parameters, and are also applied here. We restrict the fixed effects to sum to zero boldmk=0,boldsi=0,boldwj=0, and use the parameterization boldηij=boldsi+boldwj+boldswij.…”
Section: Sae Of Chts Departure Timesmentioning
confidence: 99%