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

[Adrian Raftery]

> Date: Fri, 18 Nov 2005 13:26:42 +0200
> From: "[iso-8859-1] Pirjetä 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


  -------------------------------------------------------------------
  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
  -------------------------------------------------------------------