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Case studies on model assessment, model selection and inference after model selection

Home Page: https://users.aalto.fi/~ave/casestudies.html

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bayesian variable-selection stan rstanarm

modelselection's Introduction

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avehtari avatar howtodowtle avatar paul-buerkner avatar

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modelselection's Issues

WAIC and loo-cv for glm models?

This is probably a stupid question but is it possible to get WAIC or loo-cv for a frequentist model? Say I make a logistic model in r with GLM,, obviously you can do AIC, but it is not as good. I have used loo package with the brms package so I know how do do that for bayseian models. But is it even possible for a frequentist one? Any help would be appreciated

issue with bodyfat.Rmd

Cannot understand how to solve this issue:

fitrhs_cvvs <- cv_varsel(fitrhs, method = 'forward', cv_method = 'LOO',
nloo = n, verbose = FALSE)
Error: $ operator is invalid for atomic vectors

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