Hi everyone,
I am running a logit.bayes model and I get the results that closely
resemble regular logistic regression. I need to determine the importance of
predictors.
I want to try and determine which coefficients are more "powerful." I have
ordered variables, numeric as well as binary as predictors. I attempted to
standardize these using the rescale function from arm package but still the
process fails for ordered variables (coefficients do not seem to be
standardized). In general standardizing variables to obtain beta
coefficients may not be the most efficient way to determine the importance
of variables.
Another way to do this is to use an model information value or similar
value. For example, DIC (or R^2 in traditional regression). I know that
rjags does report DIC but I would have to build the models manually there.
Is there a way to include DIC for zelig bayesian models?
If anyone has an alternative way to determine the importance of predictors
when predictors are on different scales, I would love to hear about it.
Thanks,
Michael
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