Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models

DOI10.1198/016214508000000346zbMath1469.62311arXiv0707.2158OpenAlexW2011884478MaRDI QIDQ3632677

David J. Nott, Robert Kohn, Remy Cottet

Publication date: 12 June 2009

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.2158

zbMATH Keywords

Bayesian analysisMarkov chain Monte Carlohierarchical priordouble-exponential family

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (10)

Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model ⋮ Penalized likelihood and Bayesian function selection in regression models ⋮ Joint estimation and variable selection for mean and dispersion in proper dispersion models ⋮ A procedure for variable selection in double generalized linear models ⋮ Multilevel structured additive regression ⋮ Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models ⋮ Bayesian analysis and diagnostic of overdispersion models for binomial data ⋮ Variational approximation for heteroscedastic linear models and matching pursuit algorithms ⋮ Beyond mean regression ⋮ Bayesian effect selection in structured additive distributional regression models

Uses Software

• SemiPar

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