DICs difference when comparing models after MCMC

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ManuelDewez
Posts: 16
Joined: Tue Mar 09, 2021 5:54 pm

DICs difference when comparing models after MCMC

Post by ManuelDewez »

Hello,
I am comparing two models with a binary response variable with MCMC.
Model 1 is a single level model, model 2 is a two level models.
I understand that in this context, the DIC statistics should be used to compare models, and that the model with the lowest DIC is a better fit.

Is there a value for the difference in DICS that is used to consider that the difference between models is statistically significant (ie a value equivalent to p<0.05 in non-mcmc models)?

I know such "magical" values are somehow controversial, but they would be helpful to explain the results to readers that are not familiar with MCMC.

Thank you .

Manuel
ChrisCharlton
Posts: 1285
Joined: Mon Oct 19, 2009 10:34 am

Re: DICs difference when comparing models after MCMC

Post by ChrisCharlton »

Bill gives some guidance on slide 57 of a workshop presentation that he gave some years ago, available at:

https://www.ukdataservice.ac.uk/media/3 ... ation4.pdf

The MRC Biostatistics unit, who originally developed the BUGS software, also give some suggestions:

https://www.mrc-bsu.cam.ac.uk/software/ ... ct-dic/#q9
ManuelDewez
Posts: 16
Joined: Tue Mar 09, 2021 5:54 pm

Re: DICs difference when comparing models after MCMC

Post by ManuelDewez »

Thank you, very useful!
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