Frank E Harrell Jr <f.harr...@vanderbilt.edu> wrote >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.
Yeah. Asking for stepwise in Bayesian analysis is like asking for some nuclear waste on your ice cream sundae. Peter Peter L. Flom, PhD Statistical Consultant Website: www DOT peterflomconsulting DOT com Writing; http://www.associatedcontent.com/user/582880/peter_flom.html Twitter: @peterflom ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
