Problem in model comparison

[iavicenna]

They do not always have the same order, there is some discussion about it here:

Bayesian model averaging: ranking of model weights and LOO don't match

Stacking weights do not necessarily follow the same order as loo/waic order nor pseudo-BMA weigths. There is a very clear example on this in the loo R package vignettes, in " Example: Oceanic tool complexity" section. The results are the following: waic_wts pbma_wts pbma_BB_wts stacking_wts model1 0.40 0.36 0.30 0.00 model2 0.56 0.62 0.53 0.78 model3 0.04 0.02 0.17 0.22 were waic_wts are the weights obtained from norm…