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A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models

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  • R. B. Millar
  • S. McKechnie

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  • R. B. Millar & S. McKechnie, 2014. "A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models," Biometrics, The International Biometric Society, vol. 70(4), pages 972-980, December.
    • Handle: RePEc:bla:biomet:v:70:y:2014:i:4:p:972-980
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    File URL: http://hdl.handle.net/10.1111/biom.12237
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    References listed on IDEAS

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    1. Tilmann Gneiting & Fadoua Balabdaoui & Adrian E. Raftery, 2007. "Probabilistic forecasts, calibration and sharpness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 243-268, April.
    2. Ruth King & Stephen P. Brooks & Chiara Mazzetta & Stephen N. Freeman & Byron J. T. Morgan, 2008. "Identifying and diagnosing population declines: a Bayesian assessment of lapwings in the UK," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(5), pages 609-632, December.
    3. Russell B. Millar, 2009. "Comparison of Hierarchical Bayesian Models for Overdispersed Count Data using DIC and Bayes' Factors," Biometrics, The International Biometric Society, vol. 65(3), pages 962-969, September.
    4. Kadane, Joseph B. & Lazar, Nicole A., 2004. "Methods and Criteria for Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 279-290, January.
    5. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
    6. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
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    Cited by:

    1. Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
    2. Kai Cao & Kun Yang & Chao Wang & Jin Guo & Lixin Tao & Qingrong Liu & Mahara Gehendra & Yingjie Zhang & Xiuhua Guo, 2016. "Spatial-Temporal Epidemiology of Tuberculosis in Mainland China: An Analysis Based on Bayesian Theory," IJERPH, MDPI, vol. 13(5), pages 1-8, May.
    3. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.

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