Predictive specification of prior model probabilities in variable selection

DOI10.1093/biomet/83.2.267zbMath0864.62012OpenAlexW2026553016MaRDI QIDQ3837310

Joseph G. Ibrahim, Purushottam W. Laud

Publication date: 26 June 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f2611870999455d732fa60287c71309f02e625d0

zbMATH Keywords

variable selectionnormal linear modelsimaginary experimentsubset modelsprior predictionerror precisionlocal Bayes factorprior for regression coefficientsspecifying prior probabilities

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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