## ## spatial econometric models and model comparison with DIC, WAIC, and model probabilities. N = 520 ## #devtools::load_all("~/dev/geostan") library(geostan) row = 12 col = 26 N <- row * col sdl <- prep_sar_data2(row = row, col = col, quiet = TRUE) w <- sdl$W x <- sim_sar(w = w, rho = .5) mu = (.5 * x - .25 * w %*% w)[,1] y <- sim_sar(w = w, rho = .5, mu = mu) df <- data.frame(y=y, x=x) iter = 175 sdlm <- stan_sar(y ~ x, data = df, type = "SDLM", sar_parts = sdl, chains = 1, iter = iter, quiet = TRUE, keep_all = TRUE, slim = F) sdem <- stan_sar(y ~ x, data = df, type = "SDEM", sar_parts = sdl, chains = 1, iter = iter, quiet = TRUE, keep_all = TRUE, slim = F) print(rbind(dic(sdlm), dic(sdem))) print(rbind(waic(sdlm), waic(sdem))) # library(bridgesampling) # sdlm <- bridge_sampler(sdlm$stanfit) # sdem <- bridge_sampler(sdem$stanfit) # cat("post_prob (SDLM, SDEM):\n", post_prob(sdlm, sdem), "\n")