Bayesian Variable Selection Under Collinearity

DOI10.1080/00031305.2015.1031827OpenAlexW1781680516WikidataQ58272219 ScholiaQ58272219MaRDI QIDQ5885372FDOQ5885372

Authors: 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

Bayesian model averaginglinear regressionmultimodalityZellner's \(g\)-priormedian probability modelmarginal inclusion probability

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Bayesian variable selection using an adaptive powered correlation prior
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• Secure Bayesian model averaging for horizontally partitioned data

Cited In (10)

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

Uses Software

• ppls

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