[R] Bayesian regression stepwise function?

[Ravi Varadhan]

The stepAIC() function in "MASS" can be used, with k = log(n), to implement
your suggestion of "quasi-Bayesian" stepwise selection using the BIC
criterion.

Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of JLucke at ria.buffalo.edu
Sent: Friday, October 23, 2009 2:31 PM
To: Allan.Y
Cc: r-help at r-project.org; r-help-bounces at r-project.org
Subject: Re: [R] Bayesian regression stepwise function?

The BIC (Raftery) can be used for quasi-Bayesian model selection, but it's 
not stepwise.   Ntzoufras shows how to use WinBUGS to conduct Bayesian 
model selection, but again it's not stepwise


Ntzoufras, I. (2002), 'Gibbs variable selection using BUGS', Journal of 
Statistical Software 7(7), 1--19.
Ntzoufras, I. (2009), Bayesian modeling using WinBUGS, Wiley, Hoboken, NJ.
Raftery, A. E. (1995), 'Bayesian model selection in social research', 
Sociological Methodology 25, 111-163.







"Allan.Y" <allany at cmu.edu> 
Sent by: r-help-bounces at r-project.org
10/22/2009 01:09 PM

To
r-help at r-project.org
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Subject
[R]  Bayesian regression stepwise function?







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.


Thanks
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