R help - Oct 2006 - Bayesian Information Criterion

Hello!

I calculate a Bayesian logistic regression with the function MCMClogit 
from the package MCMCpack.

After the calculation I use the package CODA to test the model in 
respect to convergence.

Is there a compatible package to calculate the BIC (bayesian information 
criterion)? So that it is possible to write
BIC(mcmc object) with an mcmc object from the function MCMClogit.

I found the package nlme, but the function BIC in this package does not 
work with the mcmc object from the function MCMClogit.

Regards
Alex

-- 
Alexander Geisler * Moserhofgasse 36/1 * A-8010 Graz
StV Technische Mathematik | FakV TMTP
email: alexande at sbox.tugraz.at | ageisler at htu.tugraz.at
phone: +43 650 / 811 61 90

On Mon, 2006-10-23 at 20:59 +0200, Alexander Geisler
wrote:
> Hello!
> 
> I calculate a Bayesian logistic regression with the function MCMClogit 
> from the package MCMCpack.
> 
> After the calculation I use the package CODA to test the model in 
> respect to convergence.
> 
> Is there a compatible package to calculate the BIC (bayesian information 
> criterion)? So that it is possible to write
> BIC(mcmc object) with an mcmc object from the function MCMClogit.
No. An mcmc object is not a fitted model object.  It is just a
collection of samples from the posterior distribution and does not
contain the data required to calculate the BIC.

You may want to have a look at the BMA package for logistic regression
with model averaging using BIC. 
> I found the package nlme, but the function BIC in this package does not 
> work with the mcmc object from the function MCMClogit.
> 
> Regards
> Alex
> 
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