Question: 10. Refer again to the cross-protocol data and model in Example 2.12. (a) Create WinBUGS code that will estimate cross validation (leave one out) residuals
10. Refer again to the cross-protocol data and model in Example 2.12.
(a) Create WinBUGS code that will estimate cross validation (“leave one out”) residuals and CPO values via importance sampling, as in equation (3.4). Compare your findings to those obtained via the “exact”
and “approximate” methods in Example 2.16. Does your importance sampling approximation appear to be sufficiently accurate for the purpose of outlier identification? (Hint: Your solution to the previous question may be helpful.)
(b) Redo the “exact” calculation using the BRugs package, following the approach suggested for the stack loss data in Chapter 2, Exercise 22.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
