mochoice: An MCMC model choice illustration for the linear model
Description
Using a Gibbs sampling strategy of changing one indicator at a time,
this function explores the space of models and returns the most likely
models among those visited. The data used in this example is swiss,
with four explanatory variables.
Usage
mochoice(Niter = 10^4)
Arguments
Niter
Number of MCMC iterations
Value
model
Sequence of model indicators visited by the MCMC algorithm
top
Five most likely models
References
From Chapter 6 of EnteR Monte Carlo Statistical Methods