## Bayesian Measures of Model Complexity and Fit (2001)

by
David J. Spiegelhalter
,
Nicola G. Best
,
Bradley P. Carlin
,
Angelika van der Linde

Citations: | 132 - 2 self |

### BibTeX

@MISC{Spiegelhalter01bayesianmeasures,

author = {David J. Spiegelhalter and Nicola G. Best and Bradley P. Carlin and Angelika van der Linde},

title = {Bayesian Measures of Model Complexity and Fit},

year = {2001}

}

### Years of Citing Articles

### OpenURL

### Abstract

We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information-theoretic argument we derive a measure pD for the effective number of parameters in a model as the difference between the posterior mean of the deviance and the deviance at the posterior means of the parameters of interest.