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Doing Bayesian Data Analysis by John Kruschke

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Chapter 10

Hierarchical Modeling and Model Comparison

Contents

10.1 Model Comparison as Hierarchical Modeling

10.2 Model Comparison in BUGS

10.2.1 A Simple Example

10.2.2 A Realistic Example with “Pseudopriors”

10.2.3 Some Practical Advice When Using Transdimensional MCMC with Pseudopriors

10.3 Model Comparison and Nested Models

10.4 Review of Hierarchical Framework for Model Comparison

10.4.1 Comparing Methods for MCMC Model Comparison

10.4.2 Summary and Caveats

10.5 Exercises

The magazine model comparison game

Leaves all of us wishing that we looked like them.

But they have mere fantasy’s bogus appeal,

’Cause none obeys fact or respects what is real.1

10.1 Model Comparison as Hierarchical Modeling

Consider again the simple hierarchical dependency ...

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