Re: [R] Bayesian Information Criterion

From: Martyn Plummer <plummer_at_iarc.fr>
Date: Tue 24 Oct 2006 - 16:05:50 GMT

On Mon, 2006-10-23 at 20:59 +0200, Alexander Geisler wrote:
> Hello!
>
> I calculate a Bayesian logistic regression with the function MCMClogit
> from the package MCMCpack.
>
> After the calculation I use the package CODA to test the model in
> respect to convergence.
>
> Is there a compatible package to calculate the BIC (bayesian information
> criterion)? So that it is possible to write
> BIC(mcmc object) with an mcmc object from the function MCMClogit.

No. An mcmc object is not a fitted model object. It is just a collection of samples from the posterior distribution and does not contain the data required to calculate the BIC.

You may want to have a look at the BMA package for logistic regression with model averaging using BIC.

> I found the package nlme, but the function BIC in this package does not
> work with the mcmc object from the function MCMClogit.
>
> Regards
> Alex
>



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