Waic for time series

Stats Chat 2014-09-25

Summary:

Helen Steingroever writes: I’m currently working on a model comparison paper using WAIC, and would like to ask you the following question about the WAIC computation: I have data of one participant that consist of 100 sequential choices (you can think of these data as being a time series). I want to compute the WAIC […]

The post Waic for time series appeared first on Statistical Modeling, Causal Inference, and Social Science.

Link:

http://andrewgelman.com/2014/09/25/waic-time-series/

From feeds:

Statistics and Visualization » Statistical Modeling, Causal Inference, and Social Science

Tags:

bayesian statistics miscellaneous statistics

Authors:

Andrew

Date tagged:

09/25/2014, 10:21

Date published:

09/25/2014, 09:24