Bayesian model selection for a linear model with grouped covariates

DOI10.1007/S10463-015-0518-9MaRDI QIDQ312603zbMATH OpenOpenAlexFDO

Authors Dongchu Sun, Xiaoyi Min

Publication date 16 September 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-015-0518-9

zbMATH Keywords

consistencyBayes factormarginal likelihoodANOVA modelsdesign matricesZellner's \(g\)-prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to social sciences (62P25)

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Cites work

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• Objective priors for hypothesis testing in one‐way random effects models
• Sampling-Based Approaches to Calculating Marginal Densities
• The Bayesian Lasso
• The Intrinsic Bayes Factor for Model Selection and Prediction
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
• The effective sample size

Cited in

(5)

• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
• Bayesian model comparison in generalized linear models across multiple groups.
• From mixed effects modeling to spike and slab variable selection: A Bayesian regression model for group testing data
• Bayesian hierarchical models with calibrated mixtures of g-priors for assessing treatment effect moderation in meta-analysis
• A Bayesian subgroup analysis using collections of ANOVA models

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