The stepAIC() function in "MASS" can be used, with k = log(n), to implement your suggestion of "quasi-Bayesian" stepwise selection using the BIC criterion.
Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of jlu...@ria.buffalo.edu Sent: Friday, October 23, 2009 2:31 PM To: Allan.Y Cc: r-help@r-project.org; r-help-boun...@r-project.org Subject: Re: [R] Bayesian regression stepwise function? The BIC (Raftery) can be used for quasi-Bayesian model selection, but it's not stepwise. Ntzoufras shows how to use WinBUGS to conduct Bayesian model selection, but again it's not stepwise Ntzoufras, I. (2002), 'Gibbs variable selection using BUGS', Journal of Statistical Software 7(7), 1--19. Ntzoufras, I. (2009), Bayesian modeling using WinBUGS, Wiley, Hoboken, NJ. Raftery, A. E. (1995), 'Bayesian model selection in social research', Sociological Methodology 25, 111-163. "Allan.Y" <all...@cmu.edu> Sent by: r-help-boun...@r-project.org 10/22/2009 01:09 PM To r-help@r-project.org cc Subject [R] Bayesian regression stepwise function? Hi everyone, I am wondering if there exists a stepwise regression function for the Bayesian regression model. I tried googling, but I couldn't find anything. I know "step" function exists for regular stepwise regression, but nothing for Bayes. Thanks -- View this message in context: http://www.nabble.com/Bayesian-regression-stepwise-function--tp26013725p2601 3725.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list 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 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. ______________________________________________ R-help@r-project.org mailing list 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.
