Consistency of objective Bayes factors for nonnested linear models and increasing model dimension

DOI10.5052/RACSAM.2010.06zbMATH Open1193.62036OpenAlexW1552235929MaRDI QIDQ981973FDOQ981973

Authors: Elías Moreno, George Casella, M. Lina Martínez, F. J. Girón 

Publication date: 9 July 2010

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5052/racsam.2010.06

Recommendations

• Consistency of objective Bayes factors as the model dimension grows
• Consistency of Bayes factor for nonnested model selection when the model dimension grows
• Consistency of Bayesian procedures for variable selection
• Bayes factor consistency for nested linear models with a growing number of parameters
• Consistent fractional Bayes factor for nested normal linear models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Consistency of objective Bayes factors as the model dimension grows
• Consistency of Bayesian procedures for variable selection
• Title not available (Why is that?)
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Objective Bayesian Variable Selection
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Title not available (Why is that?)
• Erratum: Comparison of Bayesian objective procedures for variable selection in linear regression
• Title not available (Why is that?)

Cited In (17)

• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
• Posterior model consistency in variable selection as the model dimension grows
• Consistency of Bayes factors under hyper \(g\)-priors with growing model size
• Intrinsic priors for model comparison in multivariate normal regression
• Bayes factor consistency for nested linear models with a growing number of parameters
• Bayes factor biases for non‐nested models and corrections
• Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty
• Consistency of Bayes factor for nonnested model selection when the model dimension grows
• Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters
• A note on Bayes factor consistency in partial linear models
• Consistency of Bayesian linear model selection with a growing number of parameters
• Cost-effectiveness analysis for heterogeneous samples
• Consistency of Bayes factors for intrinsic priors in normal linear models
• Bayesian high-dimensional screening via MCMC
• High-dimensional Bayesian inference in nonparametric additive models
• Consistent fractional Bayes factor for nested normal linear models
• Consistency of objective Bayes factors as the model dimension grows

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