2005
DOI: 10.1111/j.1467-9574.2005.00278.x
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DIC in variable selection

Abstract: Model comparison is discussed from an information theoretic point of view. In particular the posterior predictive entropy is related to the target yielding DIC and modifications thereof. The adequacy of criteria for posterior predictive model comparison is also investigated depending on the comparison to be made. In particular variable selection as a special problem of model choice is formalized in different ways according to whether the comparison is a comparison across models or within an encompassing model … Show more

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Cited by 112 publications
(25 citation statements)
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“…As a sensitivity analysis, we estimated changes in annual mortality when the target covariate assumed values representing the 10% and 90% quantiles of observed values while we held others at their mean values. We based predictions of the effects of varying levels of covariates on the model with the lowest deviance information criterion (DIC; van der Linde , Abadi et al , Spiegelhalter et al ).…”
Section: Methodsmentioning
confidence: 99%
“…As a sensitivity analysis, we estimated changes in annual mortality when the target covariate assumed values representing the 10% and 90% quantiles of observed values while we held others at their mean values. We based predictions of the effects of varying levels of covariates on the model with the lowest deviance information criterion (DIC; van der Linde , Abadi et al , Spiegelhalter et al ).…”
Section: Methodsmentioning
confidence: 99%
“…Estimates for σ w 2 , σ v 2 , α t , predicted recruitment, and β terms were recorded along with their respective 95% credible intervals. To evaluate whether any external variable explained a significantly greater amount of variation after accounting for dynamic changes in α, each of the four environmental variables were added singly to the KF-RW model, and model selection was carried out by comparing model deviance information criterion (DIC) scores among models, where lower DIC scores indicate more-preferred models, and all models within 2-3 DIC units of the lowest DIC score are considered useful in explaining variation in rainbow smelt recruitment (Spiegelhalter et al, 2002;van der Linde, 2005). To compare the fits of the KF-RW models and the most useful fixed-effect models using DIC, the three top-ranked fixed-effect models (see Results) were fitted using the same procedure.…”
Section: Ricker Modelmentioning
confidence: 99%
“…The pointwise log-likelihood can be used, among others, to calculate the Watanabe-Akaike information criterion (WAIC) proposed by Watanabe (2010) and leave-one-out cross-validation (LOO; Gelfand, Dey, and Chang 1992;Vehtari, Gelman, and Gabry 2015; see also Ionides 2008) both allowing to compare different models applied to the same data (lower WAICs and LOOs indicate better model fit). The WAIC can be viewed as an improvement of the popular deviance information criterion (DIC), which has been criticized by several authors (Vehtari et al 2015;Plummer 2008;Van der Linde 2005; see also the discussion at the end of the original DIC paper by Spiegelhalter, Best, Carlin, and Van der Linde 2002) in part because of problems arising from fact that the DIC is only a point estimate. In brms, WAIC and LOO are implemented using the loo package (Vehtari, Gelman, and Gabry 2017) also following the recommendations of Vehtari et al (2015).…”
Section: Parameter Estimationmentioning
confidence: 99%