Hi all,
A lot of these questions are answered in the DIC FAQ at
http://www.mrc-bsu.cam.ac.uk/bugs/winbugs/dicpage.shtml
See point 10 about how DIC depends on the parameterisation, and point 6
about the focus.
Chris
On 15/02/12 20:08, Timothy Handley wrote:
> I'm comfortable with the intuitive meaning of pD, as the effective number
> of model parameters. However, I'm unclear on how you go about calculating
> this, and so I've become a little concerned about the meaning of reported
> pD values.
>
> Specifically, I looked at the Spiegelhalter et al 2002 article, but didn't
> follow all the details. I did see where the article points out that, in a
> hierarchical model, the number of parameters depends on perspective, on a
> choice of focus. Is there an implicit choice of focus that is used in
> Win/OpenBUGS when calculating pD? Are there consequences to this choice
> that are important for the interpretation of pD and DIC values?
>
> For example, consider the definition of pD:
> Dbar - Dhat
> One can calculate the mean value of every node in a model, and then use
> those values to calculate Dhat. Is this the way it is done? Is this the way
> it ought to be done? For the case of a hierarchical model, it's not clear
> to me that one ought to calculate Dhat in this manner. Suppose that you
> have a hierarchical model like
> tau ~ dgamma(.01,.01)
> for(j in 1:N) { effect_size[j] ~ dlnorm(1, tau) }
> The above effect sizes are drawn from an asymmetric distribution. And tau
> always feels like a nonlinear parameter to me. In this situation, it seems
> likely that the empirical distribution of the mean effects sizes will be
> different than the distribution described by the log-normal with mean-tau.
> Given this disconnect, I'm not clear that a simple calculation of mean
> values would be the right way to calculate Dhat.
>
> Any advice and clarification, particularly the intuitive kind, would be
> greatly appreciated,
>
> Tim Handley
> Research Assistant
> Mediterranean Network, NPS
> 805-658-5759 (CHIS)
> 805-370-2396 (SAMO)
>
> -------------------------------------------------------------------
> This list is for discussion of modelling issues and the BUGS software.
> For help with crashes and error messages, first mail [log in to unmask]
> To mail the BUGS list, mail to [log in to unmask]
> Before mailing, please check the archive at www.jiscmail.ac.uk/lists/bugs.html
> Please do not mail attachments to the list.
> To leave the BUGS list, send LEAVE BUGS to [log in to unmask]
> If this fails, mail [log in to unmask], NOT the whole list
--
Christopher Jackson <[log in to unmask]>
Research Statistician, MRC Biostatistics Unit, Institute of Public
Health, Robinson Way, Cambridge, UK, CB2 0SR. +44 (1223) 330381
-------------------------------------------------------------------
This list is for discussion of modelling issues and the BUGS software.
For help with crashes and error messages, first mail [log in to unmask]
To mail the BUGS list, mail to [log in to unmask]
Before mailing, please check the archive at www.jiscmail.ac.uk/lists/bugs.html
Please do not mail attachments to the list.
To leave the BUGS list, send LEAVE BUGS to [log in to unmask]
If this fails, mail [log in to unmask], NOT the whole list
