bwiernik
commented
2 years ago See also:
- Cho, H. (2009). Bayesian influence diagnostic methods for parametric regression models [Doctoral dissertation, University of North Carolina at Chapel Hill]. https://doi.org/10.17615/9sde-5372
- https://stackoverflow.com/questions/39578834/linear-model-diagnostics-for-bayesian-models-using-rstan
LOO is a common method for evaluating both model fit (LOO-IC analogous to AIC or WAIC) and influential points (pointwise LOO-IC and pareto k LOO-IC evaluation). Methods for both are provided by the loo package. It would be nice to provide wrappers for the loo functions following our API.