[R] R2WinBugs and Compare DIC versus BIC or AIC

Uwe Ligges ligges at statistik.uni-dortmund.de
Mon Jan 15 17:18:26 CET 2007



Dae-Jin Lee wrote:
> Thanks for your answer !
> 
> But If I have understood correctly, the procedure is correct and this only
> means that I have already generated the initial values
> 
>  From R. I define a function to generate the initial values as:
> 
> inits. <- function(){list(sdesp=runif(1),sdhet=runif(1),beta0=runif(1),
> beta1=runif(1), b=rnorm(n), phi=rnorm(n))}
> 
> 
> then It is not necessary to generate initial values, that why 
> gen.inits() is
> greyed out
> , is it ok?


Yes, alright.

Uwe


> Here is what Winbugs show
> 
> ==============================================================
> 
> display(log)
> check(D:/model.txt)
> model is syntactically correct
> data(D://data.txt)
> data loaded
> compile(3)
> model compiled
> inits(1,D:/inits1.txt)
> chain initialized but other chain(s) contain uninitialized variables
> inits(2,D:/inits2.txt)
> chain initialized but other chain(s) contain uninitialized variables
> inits(3,D:/inits3.txt)
> model is initialized
> gen.inits()
> command #Bugs:gen.inits cannot be executed (is greyed out)
> thin.updater(1)
> update(5000)
> 
> ==============================================================
> 
> Thank again in advance
> 
> Dae-Jin
> 
> 2007/1/13, Uwe Ligges <ligges at statistik.uni-dortmund.de >:
>>
>>
>>
>> Dae-Jin Lee wrote:
>> > Dear All
>> >
>> > 1)
>> >
>> > I'm fitting spatial CAR models
>> >
>> > using R2Winbugs and although everything seems to go reasonably well (or
>> I
>> > think so)
>> >
>> > the next message appears from WINBUGS 1.4 window:
>> >
>> > gen.inits()
>> > Command #Bugs: gen.inits cannot be executed (is greyed out)
>>
>> "greyed out" refers to the corresponding GUI. In this case it could mean
>> that either your preparations before were not successful or you have
>> already specified all initial values and no further have to be
>> generated. But this is a WinBUGS question and not R related.
>>
>> Perhaps you have transposed some matrix? This is always extremely
>> confusing ...
>>
>>
>> > The question is if this message means that something is wrong and the
>> > results are consequently wrong, or Can I assume it as a simple warning
>> > message???...
>> >
>> > I've tried to fit the model using just WinBugs (not calling form R) and
>> > gen.inits command is available and the results obtain are practically
>> the
>> > same...
>> >
>> > 2)
>> >
>> > The other question is, once several bayesian CAR models are fitted I 
>> use
>> DIC
>> > to model selection
>> >
>> > How can I compare DIC with AIC or BIC obtain for a spatial glm? I mean
>> for
>> > example:
>> >
>> > - DIC of 300 and Pd of 32
>> >
>> > versus
>> >
>> > - BIC of 220 and Effective dimension (measured of trace of hat matrix)
>> equal
>> > to 14
>> >
>> > * I've read that DIC is intended as a generalisation of Akaike's
>> Information
>> > Criterion (AIC), but is it possible to compare them simply looking 
>> which
>> is
>> > the lowest???
>>
>>
>> Well they are intended to be compared (DIC with DIC, AIC with AIC, but
>> do not mix them!) that way given you are comparing within the same class
>> of models. And then, there is a bit of fortunetelling with all these
>> information criterion, at least in my personal opinion (and I know that
>> others disagree).
>>
>> Uwe Ligges
>>
>>
>> >
>> > Thanks,
>> >
>> > Dae-Jin Lee
>> >
>> >       [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > R-help at stat.math.ethz.ch mailing list
>> > 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.
>>
>



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