selection | R Documentation |
Variable selection for a mixedBayes object
selection(obj, sparse)
obj |
mixedBayes object. |
sparse |
logical flag. If TRUE, spike-and-slab priors will be used to shrink coefficients of irrelevant covariates to zero exactly.. |
If sparse, the median probability model (MPM) (Barbieri and Berger, 2004) is used to identify predictors that are significantly associated with the response variable. Otherwise, variable selection is based on 95% credible interval. Please check the references for more details about the variable selection.
an object of class ‘selection’ is returned, which is a list with component:
inde |
a vector of indicators of selected effects. |
Ren, J., Zhou, F., Li, X., Ma, S., Jiang, Y. and Wu, C. (2023). Robust Bayesian variable selection for gene-environment interactions. Biometrics,79(2),684-694 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/biom.13670")}
Barbieri, M.M. and Berger, J.O. (2004). Optimal predictive model selection. Ann. Statist, 32(3):870–897
mixedBayes
data(data)
## sparse
fit = mixedBayes(y,e,X,g,w,k,structure=c("bi-level"))
selected=selection(fit,sparse=TRUE)
selected
## non-sparse
fit = mixedBayes(y,e,X,g,w,k,sparse=FALSE,structure=c("bi-level"))
selected=selection(fit,sparse=FALSE)
selected
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