criteria: criteria for comparison the bayesian t regression models

In Bayesiantreg: Bayesian t Regression for Modeling Mean and Scale Parameters

criteria for comparison the bayesian t regression models

Description

Performs the comparison criterias for the Bayesian t Regression

Usage

criteria(object,...)

Arguments

object	object of class "Bayesiantreg"
...	not used.

Details

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

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 (_).

Author(s)

Margarita Marin [e-mail], Edilberto Cepeda-Cuervo [e-mail],

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 Unpublished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 Unpublished Ph.D. tesis.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

Bayesiantreg documentation built on May 29, 2024, 6:44 a.m.