Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors

DOI10.1007/s00362-006-0296-9zbMath1125.62073OpenAlexW2000934899MaRDI QIDQ849870

Adrian E. Raftery, Claudia Czado

Publication date: 14 November 2006

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/1642/

zbMATH Keywords

model selectionBayes factorsGLMlink functionreference prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items

Posterior propriety for Bayesian binomial regression models with a parametric family of link functions, Efficient estimation of the link function parameter in a robust Bayesian binary regression model, On wavelet to select the parametric form of a regression model, On generalized multinomial models and joint percentile estimation, Bias-variance trade-off for prequential model list selection, A Framework for Skew-Probit Links in Binary Regression, Analyzing supersaturated designs for discrete responses via generalized linear models, Variable dispersion beta regressions with parametric link functions, Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging

Uses Software

• spBayes

Cites Work

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