Variable Selection in the Presence of Factors: A Model Selection Perspective

DOI10.1080/01621459.2021.1889565MaRDI QIDQ6110705zbMATH OpenFDO

Authors Gonzalo García-Donato, Rui Paulo

Publication date 6 July 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/01621459.2021.1889565

zbMATH Keywords

Bayes factorcategorical variablesmultiplicityobjective methodsprior distributionsvariable selection

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Linear regression; mixed models (62J05)

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Cites work

• A new look at the statistical model identification
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
• Bayesian constrained variable selection
• Bayesian effect fusion for categorical predictors
• Bayesian linear regression with sparse priors
• Bayesian Modelling of Catch in a North-West Atlantic Fishery
• Bayesian variable selection with related predictors
• Benchmark priors for Bayesian model averaging.
• Criteria for Bayesian model choice with application to variable selection
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
• Extending conventional priors for testing general hypotheses in linear models
• scientific article; zbMATH DE number 3716572 (Why is no real title available?)
• Mixtures of g Priors for Bayesian Variable Selection
• Model Selection and Estimation in Regression with Grouped Variables
• Penalized methods for bi-level variable selection
• Protein construct storage: bayesian variable selection and prediction with mixtures
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(6)

• Factor-Adjusted Regularized Model Selection
• Categorical variables with many categories are preferentially selected in bootstrap-based model selection procedures for multivariable regression models
• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
• Flexible cost-penalized Bayesian model selection: developing inclusion paths with an application to diagnosis of heart disease
• Model uncertainty and missing data: an objective Bayesian perspective (with discussion)
• Pattern recovery by SLOPE

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