ptycho (Q27121)
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Bayesian Variable Selection with Hierarchical Priors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ptycho |
Bayesian Variable Selection with Hierarchical Priors |
Statements
expanded from: GPL (≥ 2) (English)
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8 April 2025
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Bayesian variable selection for linear regression models using hierarchical priors. There is a prior that combines information across responses and one that combines information across covariates, as well as a standard spike and slab prior for comparison. An MCMC samples from the marginal posterior distribution for the 0-1 variables indicating if each covariate belongs to the model for each response.
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Chiara Sabatti
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Identifiers
10 January 2021
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