Comparison of Bayesian objective procedures for variable selection in linear regression
نویسندگان
چکیده
منابع مشابه
Comparison of Bayesian Objective Procedures for Variable Selection in Linear Regression
In the objective Bayesian approach to variable selection in regression a crucial point is the encompassing of the underlying nonnested linear models. Once the models have been encompassed one can define objective priors for the multiple testing problem involved in the variable selection problem. There are two natural ways of encompassing: one way is to encompass all models into the model contai...
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ژورنال
عنوان ژورنال: TEST
سال: 2007
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-006-0039-1