jonah
October 3, 2024, 4:55pm
2
I think McElreath is partially correct. It’s not always possible, but it is doable in some cases. @avehtari is the expert on this topic. Here are a few of his replies to similar questions:
First to make the terms more clear, p(y|theta) as a function of y is an observation model and p(y|theta) as a function of theta is a likelihood. waic and loo focus on (log) predictive density (in continuous case) or probability (in discrete case). Your question would make more sense if you would ask “whether WAIC (or LOOIC) can be used to compare model with different observation models ?”
You can compare models given different discrete observation models and it’s also allowed to have differen…
Since what is badly name as LOO-IC is just -2*elpd, the main difference is whether I’m frowning or smiling when answering the question. See explanation why I don’t like multiplying by -2 in this thread https://twitter.com/avehtari/status/1227900322082906112
This is ok.
That is unfortunate mistake by McElreath and he now knows better (Hopefully in the future all books will be in git repos and when finding a mistake like this we could make an issue or pull request to fix these).
My earlier a…
And I think in this case study he compares a Poisson and Negative binomial, but it’s been a while since I read it:
https://users.aalto.fi/~ave/modelselection/roaches.html#6_Zero-inflated_negative-binomial_model
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