[R-sig-ME] MCMC model selection reference

Ray Danner danner.ray at gmail.com
Sat Mar 31 20:24:17 CEST 2012


Dear list,

I'm looking for guidance on model selection using DIC values.  I'm
particularly interested in comparing mixed models created with the
package MCMCglmm.  I currently use AIC for my models built with lme
and (g)lmer and like the ability to calculate evidence ratios and
model average predictions, which are very easy for readers to
conceptualize.  AICcmodavg is great for these things.

Can anyone recommend a resource that describes the appropriate use of
DIC for model selection (and its limitations)?  I'm mainly an
ecologist, so a less-technical treatment would be ideal.

My main questions are:
1. Can DIC be used to select among mixed models?
Kery and Schaub (2012 p. 42) raise concerns about counting the correct
number of parameters and state that WinBUGS does not calculate them
appropriately, though Millar (2009) provides a method that is
appropriate for hierarchical models.  On the other hand, Saveliev et
al. (2009) use DIC to compare models with random effects built with
the BRugs package.  Hadfield's MCMCglmm Tutorial says that lower DIC
is better, but doesn't give details about use.

2. Any rules of thumb on what constitutes sufficiently large deltaDIC
values?  Are evidence ratios acceptable?

3. Can DIC be used to calculate model average predictions?

Thanks in advance and please forgive me if I missed your publication.
Ray


Refs
Kery and Schaub. 2012. Bayesian Population Analysis Using WinBUGS: A
Hierarchical Perspective.
Millar. 2009. Comparison of hierarchical Bayesian models for
overdispersed count data using DIC and Bayes' Factors. Biometrics
65:962-969.
Saveliev et al. 2009. Ch. 23 in Zuur, Mixed Effects Models and
Extensions in Ecology with R.




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