Re: [R] Bayesian regression stepwise function?

2009-10-30 Thread Kjetil Halvorsen
-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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread spencerg
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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread Ravi Varadhan
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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread JLucke
-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?

2009-10-23 Thread Ravi Varadhan
: 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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread Frank E Harrell Jr
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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread Ravi Varadhan
] 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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread Frank E Harrell Jr
-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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread Ben Bolker
-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

Re: [R] Bayesian regression stepwise function?

2009-10-23 Thread Peter Flom
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

[R] Bayesian regression stepwise function?

2009-10-22 Thread Allan.Y
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:

Re: [R] Bayesian regression stepwise function?

2009-10-22 Thread Ben Bolker
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 ...

Re: [R] Bayesian regression stepwise function?

2009-10-22 Thread Frank E Harrell Jr
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

Re: [R] Bayesian regression stepwise function?

2009-10-22 Thread Peter Flom
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

Re: [R] Bayesian regression stepwise function?

2009-10-22 Thread Rolf Turner
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

Re: [R] Bayesian regression stepwise function?

2009-10-22 Thread Charles C. Berry
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