Posterior probabilities for choosing a regression model
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Cited in
(23)- Comparison of Bayesian objective procedures for variable selection in linear regression
- On the use of the predictive likelihood of a Gaussian model
- Likelihood of a model and information criteria
- On the use of Bayesian composite predictors in decision analysis
- Synthesis or selection of forecasting models
- On the use of loss functions in the changepoint problem
- A Bayesian approach to retrospective identification of change-points
- Posterior robustness with more than one sampling model. (With discussion)
- Quasi-Bayesian modelling of multivariate outliers
- Nonsubjective Bayes testing -- an overview
- On the calibration of Bayesian model choice criteria
- Twenty-one ML estimators for model selection
- Objective Bayesian group variable selection for linear model
- The philosophy of Bayes factors and the quantification of statistical evidence
- Asymptotic properties of anoya bayes factors
- Objective Bayesian variable selection in linear regression model
- Bayesian model selection using test statistics
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
- Bayesian analysis of outliers via akaike's predictive likelihood of a model
- A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood
- Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection
- Quasi-Bayesian estimation of Stigler's data sets
- A new method to discriminate between enzyme-kinetic models
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