Bayesian model selection and averaging with mombf
نویسنده
چکیده
The mombf package implements Bayesian model selection (BMS) and model averaging (BMA) for linear, asymmetric linear, median and quantile regression. This is the main package implementing the family of non-local prior (NLP) distributions (briefly reviewed here, see Johnson and Rossell (2010, 2012) for a more detailed treatment), although other priors (mainly Zellner’s) are also implemented. The main features are:
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