Hi Stan,
I just implemented my model with Stan in a genome-wide association study. It worked great. Detailedly, I have 1 million SNP. I run my model for each of them independently. With that, I computed WAIC to quantify the fitness. Now I have 1 million WAIC quantities. I also have a null model, in which no SNP was included. By subtracting the WAIC quantity of the null model, I have the WAIC differences for each of the SNP, which describes how much the model was improved by including each of the SNP.
How to determine a cutoff for the WAIC differences (or original WAIC) to identify the true association? This is reminiscent of multiple comparison correction of p-value in the frequentist framework.
Can I generate a null distribution of the WAIC by shuffling the genotype of each SNP (permutation), from which to compute a p-value for each of the real WAIC?
Also, given that the full posterior distribution of each SNP's effect size was obtained by sampling, can I simply use the 95% CI and not worry about the multiple comparison issue at all?
Xulong