scientific article; zbMATH DE number 720686
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Publication:4322334
zbMATH Open0809.62024MaRDI QIDQ4322334FDOQ4322334
Authors: Joseph G. Ibrahim, Purushottam W. Laud 
Publication date: 29 March 1995
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Bayesian linear modelprior specificationpredictive densitynormal linear modelsvariable subset selectionestimation of a parametric variance functionreplicated experimentselection of a transformation of predictor variables
Cited In (86)
- Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Joint specification of model space and parameter space prior distributions
- A generalized predictive criterion for model selection
- Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes
- Optimal predictive model selection.
- An optimal approach for hypothesis testing in the presence of incomplete data
- Bayesian synthesis: combining subjective analyses, with an application to ozone data
- Bayesian methods for generalized linear models with covariates missing at random
- Criteria for Bayesian model choice with application to variable selection
- Accelerated test system strength models based on Birnbaum-Saunders distribution: a complete Bayesian analysis and comparison
- Comparison of Bayesian predictive methods for model selection
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- SELECTING AMONGST LARGE CLASSES OF MODELS
- Imprecise predictive selection based on low structure assumptions
- Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
- A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models
- Choosing a Model Selection Strategy
- Adaptive-modal Bayesian nonparametric regression
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- Bayesian variable selection for proportional hazards models
- Bayesian Predictive Inference for Time Series Count Data
- Assessing model mimicry using the parametric bootstrap.
- Compatibility of prior specifications across linear models
- Predictive specification of prior model probabilities in variable selection
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- Estimation of atom prevalence for optimal prediction
- A criterion for optimal predictive model selection
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- Semi-parametric modeling of excesses above high multivariate thresholds with censored data
- Bayesian model comparison: log scores and \(DIC\)
- Model choice: a minimum posterior predictive loss approach
- A Bayesian semiparametric transformation model incorporating frailties
- Variable selection for multivariate logistic regression models
- Bayesian modeling of bathtub shaped hazard rate using various Weibull extensions and related issues of model selection
- A Bayesian predictive approach to model selection.
- Nonparametric Bayesian multiple testing for longitudinal performance stratification
- Spatially dependent Pólya tree modeling for survival data
- Bayesian projection approaches to variable selection in generalized linear models
- Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
- Prior elicitation for model selection and estimation in generalized linear mixed models
- Title not available (Why is that?)
- Bayesian Analysis for Generalized Linear Models with Nonignorably Missing Covariates
- Parametric and nonparametric Bayesian model specification: a case study involving models for count data
- Generalised linear model selection by the predictive least quasi-deviance criterion
- A Bayesian approach to selecting covariates for prediction
- A Bayesian study for the comparison of generalized gamma model with its components
- On model selection in Bayesian regression
- Bayesian Analysis and Model Selection for Interval‐Censored Survival Data
- Genomic prediction models for count data
- Bayesian predictive model comparison via parallel sampling
- Nonsubjective priors via predictive relative entropy regret
- Bayesian semiparametric model for pathway-based analysis with zero-inflated clinical outcomes
- PRESS model selection in repeated measures data.
- Bayesian Approaches to Shrinkage and Sparse Estimation
- A simultaneous estimation and variable selection rule
- Desiderata for a predictive theory of statistics
- Modelling changes in Arctic sea ice cover: an application of generalized and inflated beta and gamma densities
- Improved predictive model selection
- Enumerating and testing conjoint measurement models
- Bayesian nonparametric model selection and model testing
- Bias-variance trade-off for prequential model list selection
- Longitudinal mixed-effects models for latent cognitive function
- Objective Bayesian transformation and variable selection using default Bayes factors
- Bayesian Cure Rate Models for Malignant Melanoma: A Case-Study of Eastern Cooperative Oncology Group Trial E1690
- Model selection using information criteria and genetic algorithms
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Hierarchical spatially varying coefficient and temporal dynamic process models using \texttt{spTDyn}
- Benchmark priors for Bayesian model averaging.
- Predictive Variable Selection in Generalized Linear Models
- Compact structures for continuous time Bayesian networks
- Efficient estimation and correction of selection-induced bias with order statistics
- Bayesian model selection for incomplete data using the posterior predictive distribution
- Analyzing market baskets by restricted Boltzmann machines
- Bayes analysis of abridged age specific fertility pattern using parametric models
- Bayesian nonparametric dynamic hazard rates in evolutionary life tables
- Model selection and predictive inference
- Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\)
- Test and prediction in factorial models with independent variance estimates
- Estimation of the predictive ability of ecological models
- Bayesian Function-on-Scalars Regression for High-Dimensional Data
- Properization: constructing proper scoring rules via Bayes acts
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
- Performances of Bayesian model selection criteria for generalized linear models with non-ignorably missing covariates
- An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
- Bayesian analysis of mark-recapture data with travel time-dependent survival probabilities
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