Hello all,

I am working on a project that is modeling life expectancies for several countries and years.

We are trying to assess model uncertainty of an estimate using a Bayesian approach (e.g., the effect of GDP on life expectancy) not only regarding the specification of a particular class of model (let’s say OLS) but also to the use of different model classes (e.g., OLS versus Poisson when predicting mortality rates).

For instance, I run an OLS and Poisson model. I predict values and estimate the first difference of a change in the key independent variable. I get distributions for those differences.

- I could combine those distributions weighting them by a performance measure. Does that make sense? It would be an ensemble process, but not focused on prediction per se but on the first differences for the variable of interest.
- Does anyone have experience trying to do something like this?

Any ideas would be very appreciated!

Thank you so much,

Sebastian