topic MCMC Lognormal. in Statistical Procedures

MCMC Lognormal.

AlexDaher — Fri, 16 Oct 2020 12:46:31 GMT

I used MCMC-lognormal to fit the data with random effect and also I used the normal model to do that , when I make exponential to the mean from lognormal it is different from that one in coming from Normal model, big differences I wonder why?

Re: MCMC Lognormal.

Rick_SAS — Fri, 16 Oct 2020 15:38:59 GMT

If you post SAS program that you used for the analyses, we will be able to comment more confidently.

Re: MCMC Lognormal.

SteveDenham — Mon, 19 Oct 2020 12:22:05 GMT

The primary reason is that exponentiating the mean of a log normal yields the geometric mean, which is almost certainly less than the mean assuming normality. Take a look at any graphical description of the lognormal distribution, or see this https://en.wikipedia.org/wiki/Log-normal_distribution . There you will see that the mean (expected value) of the log-normal is exp(mu + variance/2). The geometric mean is an approximate estimator of the median, which in a right skewed distribution is less than the mean.

SteveDenham

Re: MCMC Lognormal.

AlexDaher — Mon, 19 Oct 2020 15:32:10 GMT

Thank you for your reply.

I am pretty sure that the mean as you explained needs to be adjusted by including the variance in it. I will post the code soon and also I adjust the mean to see the result.