[R] Prediction from BMA

Anthony Staines anthony.staines at dcu.ie
Wed Oct 7 15:09:47 CEST 2009


Dear colleagues,

I am doing a little bit of work using the BMA package to examine
predictive models for types of pain - the outcome variable is a binary
(Yes/No) for the type of pain experienced by a patient.
Our observation is that BMA makes a lot of sense in this application, as
the data suggests that there are several well-fitting possible logistic
models, each with posterior probabilities close to 0.1, as well as a
straggle of somewhat less likely models.

I am unsure how best to produce predictions from the BMA output - i.e.
the posterior means of model coefficients. There isn't a predict.BMA or
similar, that I can see. What's the recommended way to produce
predictions (i.e. fitted values, or estimates from new data) from these
BMA models?

Best wishes,
Anthony Staines
-- 
Anthony Staines, Professor of Health Systems Research,
School of Nursing, Dublin City University, Dublin 9,Ireland.
Tel:- +353 1 700 7807. Mobile:- +353 86 606 9713




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