Fully Bayes factors with a generalized g-prior
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Fully Bayes factors with a generalized \(g\)-prior
Abstract: For the normal linear model variable selection problem, we propose selection criteria based on a fully Bayes formulation with a generalization of Zellner's -prior which allows for . A special case of the prior formulation is seen to yield tractable closed forms for marginal densities and Bayes factors which reveal new model evaluation characteristics of potential interest.
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