[R] how to selection model by BIC

Hi All: the package "MuMIn" can be used to select the model based on AIC or AICc. The code is as follows: data(Cement) lm1 <- lm(y ~ ., data = Cement) dd <- dredge(lm1,rank="AIC") print(dd) If I want to select the model by BIC, what code do I need to use? And when to select the best model based

Re: [R] question about bayesian model selection for quantile regression

Hi All: the package "MuMIn" can be used to select the model based on AIC or AICc. The code is as follows: data(Cement) lm1 <- lm(y ~ ., data = Cement) dd <- dredge(lm1,rank="AIC") print(dd) If I want to select the model by BIC, what code do I need to use? And when to select the best model based o

Re: [R] question about bayesian model selection for quantile regression

> > Hello: > I try to use function "bms" to select the best model with the biggest posterior probability for different quantile. I have one return and 16 variables. However, I can just select for the linear model, how to change the code for quantile: > >bma1=bms(rq(y~.,tau=0.25,data=EQT), burn

[R] question about bayesian model selection for quantile regression

Hi All: Recently I am researching my dissertation about the quantile model selection by bayesian approach. I have the dependent variable(return) and 16 independent variables and I need to select the best variable for each quantile of return. And the method I used is the bayesian approach, which is