On 23/10/2009, at 8:20 AM, Peter Flom wrote:
Frank E Harrell Jr <f.harr...@vanderbilt.edu> wrote
Ben Bolker wrote:
Allan.Y wrote:
Hi everyone,
I am wondering if there exists a stepwise regression function
for the
Bayesian regression model. I tried googling, but I couldn't find
anything. I know "step" function exists for regular stepwise
regression,
but nothing for Bayes.
Why? That seems so ... un-Bayesian ...
Exactly. I hope it doesn't exist. The beauty of Bayes is shrinkage,
borrowing of information, and statement of results in an intuitive
way.
Yeah.
Asking for stepwise in Bayesian analysis is like asking for some
nuclear waste on your ice cream sundae.
More like asking for petro-chemical waste in your nuclear waste!
cheers,
Rolf Turner
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