Bayesian Variable Selection for the Seemingly Unrelated Regression Models with a Large Number of Predictors
نویسندگان
چکیده
منابع مشابه
Bayesian Geoadditive Seemingly Unrelated Regression
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Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covaria...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2012
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.41.187