Using MCMC for logistic regression model selection involving large number of candidate models

MaRDI QIDQ4549523zbMATH OpenFDO

Authors Guoqi Qian, C. A. Field

Publication date 8 October 2002

zbMATH Keywords

Markov chain Monte CarloMCMC random search

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(7)

• On time series model selection involving many candidate ARMA models
• Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
• On multivariate time series model selection involving many candidate VAR models
• Minimizing variable selection criteria by Markov chain Monte Carlo
• scientific article; zbMATH DE number 1070512 (Why is no real title available?)
• Stochastic variable selection strategies for zero-inflated models
• Selection of Working Correlation Structure and Best Model in GEE Analyses of Longitudinal Data

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