| VCselect {pqrBayes} | R Documentation |
Variable selection for a pqrBayes object
Description
Variable selection for a pqrBayes object
Usage
VCselect(obj, sparse, iterations = 10000, kn = 2, degree = 2)
Arguments
obj |
pqrBayes object. |
sparse |
logical flag. |
iterations |
the number of MCMC iterations. |
kn |
the number of interior knots for B-spline. |
degree |
the degree of B-spline basis. |
Details
For class ‘Sparse’, the median probability model (MPM) (Barbieri and Berger, 2004) is used to identify predictors that are significantly associated with the response variable. For class ‘NonSparse’, variable selection is based on 95% credible interval. Please check the references for more details about the variable selection.
Value
an object of class ‘VCselect’ is returned, which includes the indices of the selected predictors (e.g. genetic factors).
References
Ren, J., Zhou, F., Li, X., Ma, S., Jiang, Y. and Wu, C. (2022). Robust Bayesian variable selection for gene-environment interactions. Biometrics, (in press) doi:10.1111/biom.13670
Barbieri, M.M. and Berger, J.O. (2004). Optimal predictive model selection. Ann. Statist, 32(3):870–897