Bayesian Variable Selection Under Collinearity

DOI10.1080/00031305.2015.1031827OpenAlexW1781680516WikidataQ58272219 ScholiaQ58272219MaRDI QIDQ5885372

Unnamed Author, Joyee Ghosh

Publication date: 3 April 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2015.1031827

zbMATH Keywords

linear regressionBayesian model averagingmultimodalityZellner's \(g\)-priormedian probability modelmarginal inclusion probability

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior ⋮ Variable selection in finite mixture of regression models with an unknown number of components ⋮ Variable selection and parameter estimation with the Atan regularization method ⋮ Variable selection using shrinkage priors ⋮ Bayesian negative binomial regression model with unobserved covariates for predicting the frequency of north atlantic tropical storms ⋮ The quantile probability model ⋮ Variations of power-expected-posterior priors in normal regression models ⋮ Restricted type II maximum likelihood priors on regression coefficients ⋮ Integrative statistical methods for exposure mixtures and health

Uses Software

• ppls

Cites Work

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• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Posterior model probabilities via path‐based pairwise priors
• Regularization and Variable Selection Via the Elastic Net
• Benchmark priors for Bayesian model averaging.

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