Bayesian Variable Selection Under Collinearity

DOI10.1080/00031305.2015.1031827MaRDI QIDQ5885372zbMATH OpenOpenAlexWikidataFDO

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 Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Bayesian regularization via graph Laplacian
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• Mixtures of g Priors for Bayesian Variable Selection
• Optimal predictive model selection.
• Posterior model probabilities via path‐based pairwise priors
• Rao-Blackwellization for Bayesian variable selection and model averaging in linear and binary regression: a novel data augmentation approach
• Regularization and Variable Selection Via the Elastic Net
• Secure Bayesian model averaging for horizontally partitioned data

Cited in

(10)

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

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Uses Software

• ppls

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