[R-sig-Geo] Bayesian model comparison
Roger.Bivand at nhh.no
Thu Jul 16 11:41:54 CEST 2015
On Thu, 16 Jul 2015, Antonio Bubbico wrote:
> I would like to make a bayesian model comparison among SLX, SDM and SDEM
> and produce model probabilities for all three. I would like to make it
> rather than using likelihood
> ratio tests that rely on two-way comparisons (Le Sage, 2014).
> Can you suggest to me some package to make the model comparison among the
> three models?
Experimentally, try INLABMA and INLA with the slm latent model. The slm
latent model itself with BIC or similar may be enough. These estimation
methods are still under development.
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 91 00
e-mail: Roger.Bivand at nhh.no
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