Hi Arnab, Actually, I don´t think so as in Bayesian Regression the estimation converges towards the prior distribution and not a point estimate like in the frequentist approach. But I’m not very sure honestly. I used a Bayesian Logit Model in R (bayesm, rhierBinLogit by Rossi) to calculate individual pert-worth. I reviewer asked me to control for error variance as my results highly depend on it. But I do not know how to deal with using the Bayesian approach.
Cheers, Michael From: arnabkrma...@gmail.com [mailto:arnabkrma...@gmail.com] On Behalf Of ARNAB KR MAITY Sent: Freitag, 13. Februar 2015 20:46 To: Michael Langmaack Cc: r-help@r-project.org Subject: Re: [R] How to get the error and error variance after HB using bayesm Hello Michael, I have a question here. Does Bayesian paradigm deal with MSE kind of stuff? Thanks & Regards, Arnab Arnab Kumar Maity Graduate Teaching Assistant Division of Statistics Northern Illinois University DeKalb, IL 60115 Email: ma...@math.niu.edu<mailto:ma...@math.niu.edu> Ph: 779-777-3428 On Fri, Feb 13, 2015 at 4:45 AM, Michael Langmaack <michael.langma...@the-klu.org<mailto:michael.langma...@the-klu.org>> wrote: Hello all, I have a question concerning bayesian regression in R using the package bayesm (version 2.2-5) by Peter Rossi. I have binary choice data and estimated individual coefficients using the command rhierBinLogit(Data=Data,Mcmc=Mcmc). That worked out properly, conversion plots, histograms, parameter are fine. No a have to compute the errors and the error variance or something like the MSE. But I do not know how to do. I did not find a hint so far. I would be more than happy if anybody can help me. Thanks in advance! Best regards, Michael [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org<mailto:R-help@r-project.org> mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
