[R] Bayesian regression stepwise function?

[Rolf Turner]

On 23/10/2009, at 8:20 AM, Peter Flom wrote:

> Frank E Harrell Jr <f.harrell at 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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