scientific article

zbMath0457.62004MaRDI QIDQ3906895

Aloysius Siow, Arnold Zellner

Publication date: 1980

Full work available at URL: https://eudml.org/doc/40850

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tabulationsnormal linear multiple regression modelBayesian posterior odds ratiostesting regression hypotheses

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Linear inference, regression (62J99) Foundations and philosophical topics in statistics (62A01)

Related Items (97)

A class of admissible estimators of multiple regression coefficient with an unknown variance ⋮ Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors ⋮ Temporal Variabilities Provide Additional Category-Related Information in Object Category Decoding: A Systematic Comparison of Informative EEG Features ⋮ Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors ⋮ Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior ⋮ Bayesian Variable Selection Under Collinearity ⋮ A Bayesian semiparametric regression model for reliability data using effective age ⋮ A new minimal training sample scheme for intrinsic Bayes factors in censored data ⋮ Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models ⋮ Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments ⋮ The philosophy of Bayes factors and the quantification of statistical evidence ⋮ Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology ⋮ On the use of Cauchy prior distributions for Bayesian logistic regression ⋮ Prior distributions for objective Bayesian analysis ⋮ Power-expected-posterior priors for generalized linear models ⋮ A Generalization of the Savage–Dickey Density Ratio for Testing Equality and Order Constrained Hypotheses ⋮ Objective Bayesian testing for the linear combinations of normal means ⋮ Bayesian model selection for a linear model with grouped covariates ⋮ Bayesian analysis of seasonal unit roots and seasonal mean shifts ⋮ Analysis of binary longitudinal data with time-varying effects ⋮ The Effective Sample Size ⋮ Posterior Odds with a Generalized Hyper-g-Prior ⋮ Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models ⋮ Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem ⋮ On the prevalence of information inconsistency in normal linear models ⋮ Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial ⋮ Lower bounds on bayes factors for a linear regression model ⋮ On the Jeffreys prior for the multivariate Ewens distribution ⋮ Bayesian variable selection for logistic mixed model with nonparametric random effects ⋮ Bayesian variable selection for mixed effects model with shrinkage prior ⋮ Model Uncertainty Quantification in Cox Regression ⋮ Economic variable selection ⋮ Computation for intrinsic variable selection in normal regression models via expected-posterior prior ⋮ Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models ⋮ Is there variation across individuals in processing? Bayesian analysis for systems factorial technology ⋮ Variable Selection in the Presence of Factors: A Model Selection Perspective ⋮ Objective Bayesian model discrimination in follow-up experimental designs ⋮ A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size ⋮ Priors for Bayesian adaptive spline smoothing ⋮ Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors ⋮ Bayesian projection pursuit regression ⋮ Compatibility of prior specifications across linear models ⋮ Laplace approximations and Bayesian information criteria in possibly misspecified models ⋮ A study of variable selection using \(g\)-prior distribution with ridge parameter ⋮ A Bayesian model averaging approach for observational gene expression studies ⋮ The Jeffreys-Lindley paradox and discovery criteria in high energy physics ⋮ Using MCMC chain outputs to efficiently estimate Bayes factors ⋮ Model occurrence and model selection in panel data sets ⋮ Bayesian age-stratified joinpoint regression model: an application to lung and brain cancer mortality ⋮ A Bayesian joinpoint regression model with an unknown number of break-points ⋮ Bayesian high-dimensional screening via MCMC ⋮ The quantile probability model ⋮ Fully Bayes factors with a generalized \(g\)-prior ⋮ A loss-based prior for variable selection in linear regression methods ⋮ High-dimensional Bayesian inference in nonparametric additive models ⋮ Bayes factor testing of multiple intraclass correlations ⋮ Hyper nonlocal priors for variable selection in generalized linear models ⋮ Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension ⋮ Empirical Bayes vs. fully Bayes variable selection ⋮ Simple relation between Bayesian order-restricted and point-null hypothesis tests ⋮ Mixtures of \(g\)-priors for Bayesian model averaging with economic applications ⋮ Bayesian nonparametric centered random effects models with variable selection ⋮ Benchmark priors for Bayesian model averaging. ⋮ Criteria for Bayesian model choice with application to variable selection ⋮ Maximum entropy estimation of density and regression functions ⋮ Consistent fractional Bayes factor for nested normal linear models ⋮ Default Bayes factors for ANOVA designs ⋮ Bayesian smoothing spline analysis of variance ⋮ A generalization of BIC for the general exponential family ⋮ Bayes factor testing of equality and order constraints on measures of association in social research ⋮ Estimating the effectiveness of permanent price reductions for competing products using multivariate Bayesian structural time series models ⋮ Joint specification of model space and parameter space prior distributions ⋮ THE CHOICE BETWEEN SETS OF REGRESSORS ⋮ Inferring Atmospheric Release Characteristics in a Large Computer Experiment Using Bayesian Adaptive Splines ⋮ A novel Bayesian approach for variable selection in linear regression models ⋮ Inconsistency identification in network meta-analysis via stochastic search variable selection ⋮ A Bayesian solution to the Behrens-Fisher problem ⋮ Bayesian analysis in econometrics ⋮ Secure Bayesian model averaging for horizontally partitioned data ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Restricted type II maximum likelihood priors on regression coefficients ⋮ A model selection approach for variable selection with censored data ⋮ The Bayes factor for inequality and about equality constrained models ⋮ A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control ⋮ Objective Bayesian tests for Fieller-Creasy problem ⋮ On the role of the prior in multiplicity adjustment ⋮ Bayesian hypothesis testing: redux ⋮ Mixtures ofg-Priors in Generalized Linear Models ⋮ Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging ⋮ Comparing Objective and Subjective Bayes Factors for the Two-Sample Comparison: The Classification Theorem in Action ⋮ Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling ⋮ Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean ⋮ Posterior model consistency in variable selection as the model dimension grows ⋮ Approximate Bayesian model selection with the deviance statistic ⋮ Consistency of Bayes factors under hyper \(g\)-priors with growing model size ⋮ Approximations and consistency of Bayes factors as model dimension grows ⋮ A Default Bayesian Hypothesis Test for ANOVA Designs

This page was built for publication: