Bayesian effect fusion for categorical predictors

DOI10.1214/18-BA1096zbMath1416.62224arXiv1703.10245MaRDI QIDQ1738136

Daniela Pauger, Helga Wagner

Publication date: 29 March 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.10245

zbMATH Keywords

Gibbs samplersparsityMCMCregression modelspike and slab priornominal and ordinal predictor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items

Random effects clustering in multilevel modeling: choosing a proper partition, The LASSO on latent indices for regression modeling with ordinal categorical predictors, Variable Selection in the Presence of Factors: A Model Selection Perspective, Handling categorical features with many levels using a product partition model, Effect fusion using model-based clustering, Bayesian effect fusion for categorical predictors, Calibration procedures for approximate Bayesian credible sets

Uses Software

• glasso
• CasANOVA

Cites Work

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