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Bayesiantreg (version 1.0.1)

criteria: criteria for comparison the bayesian t regression models

Description

Performs the comparison criterias for the Bayesian t Regression

Usage

criteria(object,...)

Value

loglik

the logaritmic of the liklihood of the model

AIC

the AiC criteria

BIC

the BIC criteria

DIC

the DIC criteria

PseudoDeviance

the pseudo deviance criteria of the model as is proposed in Marin and Cepeda (_).

Arguments

object

object of class "Bayesiantreg"

...

not used.

Author

Margarita Marin mmarinj@unal.edu.co, Edilberto Cepeda-Cuervo ecepedac@unal.edu.co,

Details

This function allows to extract the information criteria from the model AIC, BIC, DIC and pseudo-deviance.

References

1. Marin and Cepeda-Cuervo (_). A Bayesian regression model for the non-standardized t distribution with location, scale and degrees of freedom parameters. Unpublished

2. Cepeda-Cuervo E. (2001). Modelagem da variabilidade em modelos lineares generalizados. Unpublished Ph.D. tesis. Instituto de Matematicas. Universidade Federal do Rio do Janeiro.

3. Cepeda C., E. and Gamerman D. (2001). Bayesian Modeling of Variance Heterogeneity in Normal Regression Models. Brazilian Journal of Probability and Statistics. 14, 207-221