Calculate Posterior Probability of Each Term
This function computes the posterior probability of each
term using the MCMC output of "bcct"
and "bict"
objects.
inter_probs(object, cutoff = 0.75, n.burnin = 0, thin = 1)
object |
An object of class |
cutoff |
An optional argument giving the cutoff posterior probability for displaying posterior
summary statistics of the log-linear parameters. Only those log-linear parameters with
a posterior probability greater than |
n.burnin |
An optional argument giving the number of iterations to use as burn-in. The default value is 0. |
thin |
An optional argument giving the amount of thinning to use, i.e. the computations are
based on every |
This function provides a scaled back version of what inter_stats
provides.
The use of thinning is recommended when the number of MCMC iterations and/or the number of log-linear parameters in the maximal model are/is large, which may cause problems with comuter memory storage.
This function returns an object of class "interprob"
which is a list with the
following components.
term |
A vector of term labels. |
prob |
A vector of posterior probabilities. |
thin |
The value of the argument |
The function will only return elements in the above list if prob
> cutoff
.
Antony M. Overstall A.M.Overstall@soton.ac.uk.
set.seed(1) ## Set seed for reproducibility data(AOH) ## Load AOH data test1<-bcct(formula=y~(alc+hyp+obe)^3,data=AOH,n.sample=100,prior="UIP") ## Starting from maximal model of saturated model do 100 iterations of MCMC ## algorithm. inter_probs(test1,n.burnin=10,cutoff=0) ## Calculate posterior probabilities having used a burn-in phase of ## 10 iterations and a cutoff of 0 (i.e. display all terms with ## non-zero posterior probability). Will get the following: #Posterior probabilities of log-linear parameters: # post_prob #(Intercept) 1.0000 #alc 1.0000 #hyp 1.0000 #obe 1.0000 #alc:hyp 0.1778 #alc:obe 0.0000 #hyp:obe 0.4444 #alc:hyp:obe 0.0000 ## Note that the MCMC chain (after burn-in) does not visit any models ## with the alc:obe or alc:hyp:obe interactions.
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