Comparing Bayesian variable selection to Lasso approaches for applications in psychology

DOI10.1007/s11336-023-09914-9zbMath1522.62301MaRDI QIDQ6080774

Mahmoud M. Fahmy, J. Sunil Rao, Zachary T. Goodman, Lauren B. Kupis, Thomas G. McCauley, Sierra A. Bainter

Publication date: 4 October 2023

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

penalizationregressionvariable selectionBayesianshrinkage priorsLassostochastic search variable selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to psychology (62P15)

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