Michael Langmaack
2015-Feb-13 10:45 UTC
[R] How to get the error and error variance after HB using bayesm
Hello all, I have a question concerning bayesian regression in R using the package bayesm (version 2.2-5) by Peter Rossi. I have binary choice data and estimated individual coefficients using the command rhierBinLogit(Data=Data,Mcmc=Mcmc). That worked out properly, conversion plots, histograms, parameter are fine. No a have to compute the errors and the error variance or something like the MSE. But I do not know how to do. I did not find a hint so far. I would be more than happy if anybody can help me. Thanks in advance! Best regards, Michael [[alternative HTML version deleted]]
ARNAB KR MAITY
2015-Feb-13 19:46 UTC
[R] How to get the error and error variance after HB using bayesm
Hello Michael, I have a question here. Does Bayesian paradigm deal with MSE kind of stuff? Thanks & Regards, Arnab Arnab Kumar Maity Graduate Teaching Assistant Division of Statistics Northern Illinois University DeKalb, IL 60115 Email: maity at math.niu.edu Ph: 779-777-3428 On Fri, Feb 13, 2015 at 4:45 AM, Michael Langmaack < Michael.Langmaack at the-klu.org> wrote:> Hello all, > > I have a question concerning bayesian regression in R using the package > bayesm (version 2.2-5) by Peter Rossi. I have binary choice data and > estimated individual coefficients using the command > rhierBinLogit(Data=Data,Mcmc=Mcmc). That worked out properly, conversion > plots, histograms, parameter are fine. No a have to compute the errors and > the error variance or something like the MSE. But I do not know how to do. > I did not find a hint so far. I would be more than happy if anybody can > help me. Thanks in advance! > > Best regards, > Michael > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. >[[alternative HTML version deleted]]
Bert Gunter
2015-Feb-13 22:56 UTC
[R] How to get the error and error variance after HB using bayesm
This is primarily about statistics, not R, and so is off topic here. I believe you would do better posting on a stats site like stats.stackexchange.com, where you could engage in a full (and likely complicated) discussion of the pros and cons of Bayesian regression vs. standard frequentist approaches. Cheers, Bert Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." Clifford Stoll On Fri, Feb 13, 2015 at 11:46 AM, ARNAB KR MAITY <maity at math.niu.edu> wrote:> Hello Michael, > > I have a question here. Does Bayesian paradigm deal with MSE kind of stuff? > > Thanks & Regards, > Arnab > > > > Arnab Kumar Maity > Graduate Teaching Assistant > Division of Statistics > Northern Illinois University > DeKalb, IL 60115 > Email: maity at math.niu.edu > Ph: 779-777-3428 > > On Fri, Feb 13, 2015 at 4:45 AM, Michael Langmaack < > Michael.Langmaack at the-klu.org> wrote: > >> Hello all, >> >> I have a question concerning bayesian regression in R using the package >> bayesm (version 2.2-5) by Peter Rossi. I have binary choice data and >> estimated individual coefficients using the command >> rhierBinLogit(Data=Data,Mcmc=Mcmc). That worked out properly, conversion >> plots, histograms, parameter are fine. No a have to compute the errors and >> the error variance or something like the MSE. But I do not know how to do. >> I did not find a hint so far. I would be more than happy if anybody can >> help me. Thanks in advance! >> >> Best regards, >> Michael >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. >> > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.
Michael Langmaack
2015-Feb-16 10:14 UTC
[R] How to get the error and error variance after HB using bayesm
Hi Arnab,
Actually, I don?t think so as in Bayesian Regression the estimation converges
towards the prior distribution and not a point estimate like in the frequentist
approach. But I?m not very sure honestly. I used a Bayesian Logit Model in R
(bayesm, rhierBinLogit by Rossi) to calculate individual pert-worth. I reviewer
asked me to control for error variance as my results highly depend on it. But I
do not know how to deal with using the Bayesian approach.
Cheers,
Michael
From: arnabkrmaity at gmail.com [mailto:arnabkrmaity at gmail.com] On Behalf Of
ARNAB KR MAITY
Sent: Freitag, 13. Februar 2015 20:46
To: Michael Langmaack
Cc: r-help at r-project.org
Subject: Re: [R] How to get the error and error variance after HB using bayesm
Hello Michael,
I have a question here. Does Bayesian paradigm deal with MSE kind of stuff?
Thanks & Regards,
Arnab
Arnab Kumar Maity
Graduate Teaching Assistant
Division of Statistics
Northern Illinois University
DeKalb, IL 60115
Email: maity at math.niu.edu<mailto:maity at math.niu.edu>
Ph: 779-777-3428
On Fri, Feb 13, 2015 at 4:45 AM, Michael Langmaack <Michael.Langmaack at
the-klu.org<mailto:Michael.Langmaack at the-klu.org>> wrote:
Hello all,
I have a question concerning bayesian regression in R using the package bayesm
(version 2.2-5) by Peter Rossi. I have binary choice data and estimated
individual coefficients using the command rhierBinLogit(Data=Data,Mcmc=Mcmc).
That worked out properly, conversion plots, histograms, parameter are fine. No a
have to compute the errors and the error variance or something like the MSE. But
I do not know how to do. I did not find a hint so far. I would be more than
happy if anybody can help me. Thanks in advance!
Best regards,
Michael
[[alternative HTML version deleted]]
______________________________________________
R-help at r-project.org<mailto:R-help at r-project.org> mailing list -- To
UNSUBSCRIBE and more, see
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.
[[alternative HTML version deleted]]