Compulsory exercise - exercise 3 b

The last part about comparing waic (or loo) is a bit tricky and is ok if you skip this point. For those interested, note that  the pointwise object gives elppd. In order to get lppd you need to add p_waic (see eq (7.13) in the book). Then you can adjust the individual lppd values according to the transformation before you subtract p_waic again in order to get the elppd value on the right scale.

Published Oct. 27, 2022 11:26 AM - Last modified Oct. 27, 2022 11:27 AM