[R] R-News 5/2, Bayesian Model Averaging, a detail

From: Adrian Raftery <raftery_at_u.washington.edu>
Date: Sat 03 Dec 2005 - 12:16:30 EST


> Date: Fri, 18 Nov 2005 13:26:42 +0200
> From: "[iso-8859-1] Pirjetä Antti" <Antti.Pirjeta@hse.fi>
> To: r-help@stat.math.ethz.ch
> Subject: [R] R-News 5/2, Bayesian Model Averaging, a detail
>
> The article on BMA (Bayesian model averaging) presents most valuable tools for model selection,
> but I find one detail confusing in Example 1. In page 4 of RNews 5/2, second paragraph says that
> the probability of Time variable not being in the model is 0.445. It seems to me that the figure
> should be 1 - 0.445 = 0.555, because p!=0.445 is the prob. of Time variable being in the model.
> The plot in Fig.2 is in line with this, since the height of scaled PDF seems to be 0.445 and the
> black spike points to 0.555. Have I understood this correctly?

Yes, you are absolutely right. Thanks for pointing this out.

Adrian Raftery



  Adrian E. Raftery
  Professor of Statistics and Sociology
  Director, Center for Statistics and the Social Sciences   University of Washington, Box 354320 Phone: (206) 543-4505
  Seattle, WA 98195-4320.                 FAX:   (206) 221-6873
  Web: http://www.stat.washington.edu/raftery



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