Message-ID: <Pine.LNX.4.64.0512021714190.15277@homer24.u.washington.edu>
Date: 2005-12-03T01:16:30Z
From: Adrian Raftery
Subject: R-News 5/2, Bayesian Model Averaging, a detail
> Date: Fri, 18 Nov 2005 13:26:42 +0200
> From: "[iso-8859-1] PirjetÂä Antti" <Antti.Pirjeta at hse.fi>
> To: r-help at 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
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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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