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Bayesian model comparison: Log scores and DIC

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  • Krnjajić, Milovan
  • Draper, David

Abstract

We investigate Bayesian approaches to answering the frequently-arising model-specification question (Q:) Is model Mj better than Mj′? We contrast two Bayesian model-comparison methods–log scores and DIC–on their ability to correctly discriminate between fixed-effects Poisson (FEP) and random-effects Poisson (REP) sampling models.

Suggested Citation

  • Krnjajić, Milovan & Draper, David, 2014. "Bayesian model comparison: Log scores and DIC," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 9-14.
    • Handle: RePEc:eee:stapro:v:88:y:2014:i:c:p:9-14
    DOI: 10.1016/j.spl.2014.01.023
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    References listed on IDEAS

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    1. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
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    Cited by:

    1. Xiaowen Dai & Libin Jin & Maozai Tian & Lei Shi, 2019. "Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity," Statistical Papers, Springer, vol. 60(5), pages 1423-1446, October.

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