# Bayes factors usijg Carlin and Chib method. For full description see Page 47 of Classic BUGS examples Vol 2. model{ # standardise data for(i in 1:N){ Ys[i] <- (Y[i] - mean(Y[]))/sd(Y[]); xs[i] <- (x[i] - mean(x[]))/sd(x[]); zs[i] <- (z[i] - mean(z[]))/sd(z[]); } # model node j ~ dcat(p[]); p[1] <- 0.9995; p[2] <- 1-p[1]; # use for joint modelling # p[1] <- 1; p[2] <- 0 ; # include for estimating Model 1 # p[1] <- 0 ; p[2] <-1; # include for estimating Model 2 pM2 <- step(j - 1.5); # model structure for(i in 1:N){ mu[1,i] <- alpha + beta *xs[i]; mu[2,i] <- gamma + delta*zs[i]; Ys[i] ~ dnorm(mu[j,i],tau[j]); } # Model 1 alpha ~ dnorm(mu.alpha[j],tau.alpha[j]); beta ~ dnorm(mu.beta[j],tau.beta[j]); tau[1] ~ dgamma(r1[j],l1[j]); # estimation priors mu.alpha[1]<- 0; tau.alpha[1] <- 1.0E-6; mu.beta[1] <- 0; tau.beta[1] <- 1.0E-4; r1[1] <- 0.0001; l1[1] <- 0.0001; # pseudo-priors mu.alpha[2]<- 0; tau.alpha[2] <- 256; mu.beta[2] <- 1; tau.beta[2] <- 256; r1[2] <- 30 ; l1[2] <- 4.5; # Model 2 gamma ~ dnorm(mu.gamma[j],tau.gamma[j]); delta ~ dnorm(mu.delta[j],tau.delta[j]); tau[2] ~ dgamma(r2[j],l2[j]); # pseudo-priors mu.gamma[1] <- 0; tau.gamma[1] <- 400; mu.delta[1] <- 1; tau.delta[1] <- 400; r2[1] <- 46 ; l2[1] <- 4.5; # estimation priors mu.gamma[2] <- 0; tau.gamma[2] <- 1.0E-6; mu.delta[2] <- 0; tau.delta[2] <- 1.0E-4; r2[2] <- 0.0001; l2[2] <- 0.0001 } DATA list(N=42, Y = c(3040, 2470, 3610, 3480, 3810, 2330, 1800, 3110, 3160, 2310, 4360, 1880, 3670, 1740, 2250, 2650, 4970, 2620, 2900, 1670, 2540, 3840, 3800, 4600, 1900, 2530, 2920, 4990, 1670, 3310, 3450, 3600, 2850, 1590, 3770, 3850, 2480, 3570, 2620, 1890, 3030,3030), x = c(29.2, 24.7, 32.3, 31.3, 31.5, 24.5, 19.9, 27.3, 27.1, 24.0, 33.8, 21.5, 32.2, 22.5, 27.5, 25.6, 34.5, 26.2, 26.7, 21.1, 24.1, 30.7, 32.7, 32.6, 22.1, 25.3, 30.8, 38.9, 22.1, 29.2, 30.1, 31.4, 26.7, 22.1, 30.3, 32.0, 23.2, 30.3, 29.9, 20.8, 33.2, 28.2), z = c(25.4, 22.2, 32.2, 31.0, 30.9, 23.9, 19.2, 27.2, 26.3, 23.9, 33.2, 21.0, 29.0, 22.0, 23.8, 25.3, 34.2, 25.7, 26.4, 20.0, 23.9, 30.7, 32.6, 32.5, 20.8, 23.1, 29.8, 38.1, 21.3, 28.5, 29.2, 31.4, 25.9, 21.4, 29.8, 30.6, 22.6, 30.3, 23.8, 18.4, 29.4, 28.2)) INITS list(j = 2, tau = c(1,1), alpha = 0, beta = 0, gamma = 0, delta = 0) Node statistics node mean sd MC error 2.5% median 97.5% start sample pM2 0.6248 0.4842 0.008476 0.0 1.0 1.0 5001 10000 corresponding to a Bayes factor of 0.625 / 0.375 x 0.9995/0.0005 = 3332.