Calculates Leave-One-Out Cross-Validation using Pareto Smoothed Importance Sampling (PSIS-LOO) for a fitted Because model.
Arguments
- model
A fitted model object of class
"because"returned bybecause. Note: If the model was not fitted withWAIC = TRUE(solog_likis missing), this function will automatically refit the model (using a short MCMC run) to calculate the likelihoods.- ...
Additional arguments passed to
loo::loo().
Value
A loo object containing:
- estimates
Table with ELPD (expected log pointwise predictive density), LOO-IC, and p_loo
- diagnostics
Pareto k diagnostic values for each observation
- pointwise
Pointwise contributions to LOO-IC
Details
LOO-CV (Leave-One-Out Cross-Validation) uses Pareto Smoothed Importance Sampling to approximate leave-one-out predictive performance without refitting the model N times. This is particularly useful for:
Model comparison when models have different numbers of latent variables
Identifying influential observations (via Pareto k diagnostics)
Robust predictive performance assessment
Pareto k diagnostics:
k < 0.5: Excellent (all estimates reliable)
0.5 < k < 0.7: Good (estimates okay)
0.7 < k < 1: Problematic (estimates unreliable)
k > 1: Very problematic (refit model excluding these observations)
Note on implementation:
This function extracts the pointwise log-likelihoods calculated by the JAGS model
(monitored as log_lik[i]) when WAIC = TRUE. It does not re-compute likelihoods
from posterior samples in R, ensuring consistency with the fitted model structure.
