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Abstract
Hierarchical centering has been described as a reparameterization method applicable to random effects models. It has been shown to improve mixing of models in the context of Markov chain Monte Carlo (MCMC) methods. A hierarchical centering approach is proposed for reversible jump MCMC (RJMCMC) chains which builds upon the hierarchical centering methods for MCMC chains and uses them to reparameterize models in an RJMCMC algorithm. Although these methods may be applicable to models with other error distributions, the case is described for a loglinear Poisson model where the expected value λλ includes fixed effect covariates and a random effect for which normality is assumed with a zeromean and unknown standard deviation. For the proposed RJMCMC algorithm including hierarchical centering, the models are reparameterized by modelling the mean of the random effect coefficients as a function of the intercept of the λλ model and one or more of the available fixed effect covariates depending on the model. The method is appropriate when fixedeffect covariates are constant within random effect groups. This has an effect on the dynamics of the RJMCMC algorithm and improves model mixing. The methods are applied to a case study of point transects of indigo buntings where, without hierarchical centering, the RJMCMC algorithm had poor mixing and the estimated posterior distribution depended on the starting model. With hierarchical centering on the other hand, the chain moved freely over model and parameter space. These results are confirmed with a simulation study. Hence, the proposed methods should be considered as a regular strategy for implementing models with random effects in RJMCMC algorithms; they facilitate convergence of these algorithms and help avoid false inference on model parameters.
Original language  English 

Pages (fromto)  7990 
Journal  Computational Statistics and Data Analysis 
Volume  98 
Early online date  2 Jan 2016 
DOIs  
Publication status  Published  Jun 2016 
Keywords
 Combined likelihood
 "MetropolisHastings"
 Point transect sampling
 Random effects
 Reparameterization
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Dive into the research topics of 'Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models'. Together they form a unique fingerprint.Projects
 1 Finished

ep/c522702/1: National Centre for computational statistical ecology
1/10/05 → 30/09/10
Project: Standard
Profiles

Cornelia Sabrina Oedekoven
 School of Mathematics and Statistics  Senior Research Fellow
 Centre for Research into Ecological & Environmental Modelling
Person: Academic  Research