I am trying to use random effects on both the location and scale parameters in a lognormal regression. As you can see in the JAGS code below, I am essentially fitting a accelerated failure time model with interval censored log-normal failure times. I am having problems coming up with decent non-informative priors for the random effects of the scale parameter (for which I use disp in the code). The way I have it set up now is really sensitive to priors specification. Anyone have any suggestions on how to proceed?
With no random effect on the scale parameter and using a $U(0,big)$ on the inverse of the srqt of the scale, the model seems to converge just fine with estimates that make sense.
Eventually I want to add fixed effects to this regression but am simply trying to fit this simpler model at the moment.
model{
for (i in 1:study){
for (j in offset[i] : (offset[i+1] - 1) ){
y[j] ~ dinterval(t[j], lim.s[j,1:2])
t[j] ~ dlnorm(mu[i],disp[i])
}
}
for (j in 1:study){
beta1[j] ~ dnorm(0,taup)
mu[j] <- beta0 + beta1[j]
alpha1[j] ~ dnorm(0,taup.d)
inv.disp[j] ~ dlnorm(log.inv.disp.hat[j],disp.inv.disp)
log.inv.disp.hat[j] <- alpha0 + alpha1[j]
disp[i] <- 1/inv.disp[j]^2
}
## random effects
alpha0 ~ dnorm(0,0.001)
beta0 ~ dnorm(0,0.001)
## hyperprior on sqrt(inverse dispersion) for prior on dispersion
inv.disp.inv.disp ~ dunif(0.01,100)
disp.inv.disp <- 1/inv.disp.inv.disp^2
## hyper prior for beta1
sigmap ~ dunif(0.01,100)
taup <- 1/(sigmap*sigmap)
## hyper prior for alpha1
sigmap.d ~ dunif(0.01,100)
taup.d <- 1/(sigmap.d*sigmap.d)
}