[R] Bayesian regression stepwise function?
spencerg
spencer.graves at prodsyse.com
Fri Oct 23 10:01:16 CEST 2009
Charles C. Berry wrote:
> On Thu, 22 Oct 2009, Ben Bolker wrote:
>
>>
>>
>>
>> Allan.Y wrote:
>>>
>>> Hi everyone,
>>>
>>> I am wondering if there exists a stepwise regression function for the
>>> Bayesian regression model. I tried googling, but I couldn't find
>>> anything. I know "step" function exists for regular stepwise
>>> regression,
>>> but nothing for Bayes.
>>>
>>
>> Why? That seems so ... un-Bayesian ...
>
> If 'fools rush in where angels fear to tread', then Bayesians 'jump'
> in where frequentists fear to 'step'...
>
> Seriously, there are Bayesian regression approaches that priorize the
> model size (sometimes only implicitly by assigning a prior for the
> inclusion of each candidate regressors). Then they 'jump' between
> models of different sizes.
>
> On CRAN, Package qtlbim (which is specialized to a particular genetics
> problem) implements one such, I think.
>
> Package bqtl does not implement the jumping approach, but does explore
> a model space with differing numbers of regressors for the same (qtl)
> problem.
>
> Perhaps the closest to a general purpose 'stepwise flavored' Bayesian
> regression is implemented in Package BMA, which IIRC borrows step()
> for some of its work.
>
> But CRAN now has more packages than my cortex has neurons, so there are
> probably more packages that do something like this. Try
>
> RSiteSearch("jump regression", restric='functions')
>
> and start reading.
library(sos)
jr <- ???'jump regression'
summary(jr)
# Downloaded 22 links in 14 packages.
# packages with 3 help pages matching 'jump regression':
# monomvn, CalciOMatic, polydect;
# qtl has 1 ...
bs <- ???'Bayesian step'
bsw <- ???'Bayesian stepwise'
bs. <- bs|bsw
summary(bs.)
Total number of matches: 119
Downloaded 115 links in 63 packages.
Packages with at least 2 matches using search pattern 'Bayesian+step |
Bayesian+stepwise':
Package Count MaxScore TotalScore Date
1 DPpackage 8 2 11 2009-03-17 06:38:42
2 BMA 6 1 6 2009-05-01 12:21:01
3 ensembleBMA 5 1 5 2009-07-01 07:16:43
4 MMIX 4 3 8 2009-08-16 05:47:37
5 mclust 4 2 8 2009-07-14 05:39:10
6 adlift 4 1 4 2009-02-01 06:31:16
7 tgp 3 4 8 2009-07-29 11:14:36
8 geoRglm 3 4 6 2009-10-19 19:21:57
9 G1DBN 3 2 5 2008-01-24 16:27:29
10 bayesm 3 1 3 2008-06-14 15:31:09
11 bqtl 3 1 3 2009-01-15 07:02:43
12 qtlbim 2 12 13 2009-07-29 10:50:13
13 BAYSTAR 2 11 12 2009-10-19 19:17:18
14 gap 2 4 5 2009-01-15 07:03:58
15 MSBVAR 2 4 5 2009-07-29 10:49:07
16 bayesSurv 2 3 5 2008-12-15 10:06:16
17 bnlearn 2 2 3 2009-09-01 08:25:43
18 spBayes 2 2 3 2009-03-28 07:33:41
19 dlm 2 1 2 2009-07-01 07:16:28
20 GOFSN 2 1 2 2009-07-01 07:47:10
21 MCMChybridGP 2 1 2 2009-10-01 05:27:43
22 mgcv 2 1 2 2009-08-24 16:03:12
23 nlreg 2 1 2 2007-11-02 13:14:56
24 nlt 2 1 2 2009-03-02 07:30:34
25 pARtial 2 1 2 2006-11-01 02:59:23
26 plink 2 1 2 2009-07-01 07:19:44
27 qtl 2 1 2 2009-09-17 15:46:05
28 timsac 2 1 2 2009-03-28 07:27:28
# This took more longer to describe it than run.
# Hope this helps.
# Spencer
>
> HTH,
>
> Chuck
>
>
>
>>
>>
>> --
>> View this message in context:
>> http://www.nabble.com/Bayesian-regression-stepwise-function--tp26013725p26015081.html
>>
>> Sent from the R help mailing list archive at Nabble.com.
>>
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>>
>
> Charles C. Berry (858) 534-2098
> Dept of Family/Preventive
> Medicine
> E mailto:cberry at tajo.ucsd.edu UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
> 92093-0901
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph: 408-655-4567
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