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 ...
Exactly. I hope it doesn't exist. The beauty of Bayes is shrinkage,
borrowing of information, and statement of results in an intuitive way.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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