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---------- Forwarded Message ----------
Date: 05 February 2003 14:47 +0000
From: Nicos Middleton <[log in to unmask]>
To: [log in to unmask]
Subject: Spatial smoothing using winBUGS

Dear list

Some time age I posted a question to the list but unfortunately I haven't
recieved any answers. I understand my question is not of a modelling nature
but rather a puzzling thing I encountered while applying the Poisson-CAR
model to locally smooth area levels of mortality in Britain (around 10000
areas) e.g.

Observed deaths[i] ~ dpois(mu[i])
log(mu[i]) <- log(Expected deaths[i]) + const + S[i]

S[1:N] ~ car.normal(adj[], weights[], neigh[], vstar.inv)

Since the CAR variance is a conditional variance, I approximate the
marginal variance by calculating an empirical variance of the spatial
effects S[i]'s:

sdemp<-sd(S[])
varemp<- pow(sdemp, 2)

However, while the conditional variance converges fine, the empirical
variance does not. There is an obvious increasing trend either in all or in
some chains producing a highly skewed posterior. As a consequence, on the
contary of what is expected (conditional variance is approximately
empirical variance * average number of neighbours), the empirical variance
is greater than the conditional variance.

Anyone has used such a model and has possibly observed something similar?
Help will be much appreciated.


Thanks,
Nicos Middleton


-------------------
Nicos Middleton

Department of Social Medicine
University of Bristol
Canynge Hall
Whiteladies Road
Bristol BS8 2PR


---------- End Forwarded Message ----------



----------------------
N Mitletton, Social Medicine
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