test for a difference in Bayesian DIC
Posted: Tue May 09, 2017 2:48 pm
Dear all,
I want to compare the model fit of several different specifications of my 3-level logistic regression model fitted by the MCMC algorithm using runmlwin. I know that I have to compare the Bayesian DIC values across the models, but how can I tell whether the difference is statistically significant? In one of the former threads on this forum (https://www.cmm.bristol.ac.uk/forum/vie ... =952#p2486) George Leckie wrote that: "the DIC statistics are effectively the same, they differ by less than 1 point (see below). Differences of 5 or more are typically taken as meaningful differences in model fit". I wonder whether there is any other, more accurate test for significance of a difference in Bayesian DIC other than this rule of thumb than can be easily implemented in Stata/runmlwin? Thanks in advance for your advice.
Regards,
Zuzanna
I want to compare the model fit of several different specifications of my 3-level logistic regression model fitted by the MCMC algorithm using runmlwin. I know that I have to compare the Bayesian DIC values across the models, but how can I tell whether the difference is statistically significant? In one of the former threads on this forum (https://www.cmm.bristol.ac.uk/forum/vie ... =952#p2486) George Leckie wrote that: "the DIC statistics are effectively the same, they differ by less than 1 point (see below). Differences of 5 or more are typically taken as meaningful differences in model fit". I wonder whether there is any other, more accurate test for significance of a difference in Bayesian DIC other than this rule of thumb than can be easily implemented in Stata/runmlwin? Thanks in advance for your advice.
Regards,
Zuzanna