Estimating a posterior predictive distribution

[Iago Mosqueira]

Hello,

I would like to know if MCsim allows for the estimation of the posterior
predictive distribution, in order to be able to compare model predicted data
with the observed data.

So, when I define the likelihood function,

Distrib(y, Normal, Prediction(y), .5);

I would be like to be able to say

Distrib(z, Normal, Prediction(y), .5);

where z is an output variable estimated from the predicted value of y at
each PrintStep. This would allow for the estimation of posterior predictive
distributions and Bayesian p-values (Gelman 1995, p.170)

Is there any way of achieving this in MCsim?


Thanks,


iago




@Book{Gelman95,
  author = {A. Gelman and J. B. Carlin and H. S. Stern and D. B.
    Rubin},
  title  = {Bayesian data analysis},
  publisher = {Chapman \& Hall},
  series = {Texts in Statistical Sciences},
  address = {London},
  edition = 1,
   year  = 1995
}