I am working with a multivariate model of 4 responses each with a different distribution and am generally interested in how these responses depend upon two variables (one continuous and one factor) and their interaction. I also have a group-level intercept in each formula and would like to incorporate the correlations across the response variables for groups. I have constructed the model as follows in brms:
groform = bf(bwgr~b0+b1*(tlc10-switch)*step(switch-tlc10)+b2*(tlc10-switch)*step(tlc10-switch), b0~1+treat+(1|V|Channel), b1+b2~1+treat,b3~1, nlf(switch ~ inv_logit(b3)*8-3.05), nl=T) + gaussian() survform = bf(Surv~tlc*treat+(1|V|Channel)) + bernoulli() fecform = bf(fec~tlc10*treat+(1|V|Channel), hu~tlc10*treat+(1|V|Channel)) + hurdle_poisson() osform = bf(off.size~tlc10*treat +(1|V|Channel)) + skew_normal() mvitals = brm(groform+survform+fecform+osform+set_rescor(F), data=data, chains=12, iter=2000, warmup=1000, sample_prior=T, save_all_pars=T, control=list(adapt_delta=0.995, max_treedepth=15), prior = mvpriors)
The model runs without throwing any warnings and the immediate diagnostics look OK. However, the posterior for the Surv Bernoulli response and the hurdle component of the fec response look wrong. The posterior distribution for the intercept in each of these response components centers on extremely small values (< -5 on the logit scale), which do not match the data - the mean of Surv is ~0.92 and 52% of fec observations take on a non-zero value. This ill-behaved posterior behavior also occurs when I remove the response correlations across groups to construct what would be 4 univariate models. I have tried placing more informative priors on these intercept terms just to see if it would help get things working, but the issues persisted. The posterior distributions do, however, look reasonable and match expectations when I fit the univariate models independently in separate calls to brm. What might be the source of this divergence? How might I improve sampling in the multivariate model?
Thank you for any help you can provide!
Please also provide the following information in addition to your question:
- Operating System: 10.14.4
- brms Version: 2.8.0