GxESelection {roben} | R Documentation |
Variable selection for a roben object
Description
Variable selection for a roben object
Usage
GxESelection(obj, ...)
## S3 method for class 'Sparse'
GxESelection(obj, burn.in = obj$burn.in, ...)
## S3 method for class 'NonSparse'
GxESelection(obj, burn.in = obj$burn.in, prob = 0.95, ...)
Arguments
obj |
roben object. |
... |
other GxESelection arguments. |
burn.in |
MCMC burn-in. |
prob |
probability for credible interval, between 0 and 1. e.g. prob=0.95 leads to 95% credible interval. |
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 ‘GxESelection’ is returned, which is a list with components:
method: method used for identifying important effects.
effects: a list of names of selected effects.
summary: a summary of selected effects.
indicator: a matrix of indicators of selected effects.
References
Ren, J., Zhou, F., Li, X., Ma, S., Jiang, Y. and Wu, C. (2023) Robust Bayesian variable selection for gene-environment interactions. Biometrics, 79(2):684-694. doi:10.1111/biom.13670. PMID: 35394058.
Barbieri, M.M. and Berger, J.O. (2004). Optimal predictive model selection. Ann. Statist, 32(3):870–897
See Also
Examples
data(GxE_small)
iter=5000
## sparse
fit=roben(X, Y, E, clin, iterations=iter)
selected=GxESelection(fit)
selected
## non-sparse
fit=roben(X, Y, E, clin, iterations=iter, sparse=FALSE)
selected=GxESelection(fit)
selected