-help-boun...@r-project.org
Subject: Re: [R] Bayesian regression stepwise function?
Ravi Varadhan wrote:
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.
Although many statisticians
Charles C. Berry wrote:
On Thu, 22 Oct 2009, Ben Bolker wrote:
Allan.Y wrote:
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 stepwise function?
On Thu, 22 Oct 2009, Ben Bolker wrote:
Allan.Y wrote:
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
-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
: 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
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
]
Sent: Friday, October 23, 2009 4:04 PM
To: Ravi Varadhan
Cc: jlu...@ria.buffalo.edu; 'Allan.Y'; r-help@r-project.org;
r-help-boun...@r-project.org
Subject: Re: [R] Bayesian regression stepwise function?
Ravi Varadhan wrote:
The stepAIC() function in MASS can be used, with k = log(n), to
implement
-project.org
Subject: Re: [R] Bayesian regression stepwise function?
Ravi Varadhan wrote:
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.
Although many statisticians use BIC otherwise
-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
Ravi Varadhan rvarad...@jhmi.edu wrote
I have heard this (i.e. only head-to-head comparisons are valid) and various
other folklores about AIC and BIC based model selection before, including
one that these information criteria are only applicable for comparing two
nested models.
Where has it
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:
Allan.Y wrote:
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.
Why? That seems so ...
Ben Bolker wrote:
Allan.Y wrote:
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.
Why? That
Frank E Harrell Jr f.harr...@vanderbilt.edu wrote
Ben Bolker wrote:
Allan.Y wrote:
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
On 23/10/2009, at 8:20 AM, Peter Flom wrote:
Frank E Harrell Jr f.harr...@vanderbilt.edu wrote
Ben Bolker wrote:
Allan.Y wrote:
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
On Thu, 22 Oct 2009, Ben Bolker wrote:
Allan.Y wrote:
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
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