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Gibbs Variable Selection using BUGS

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  • Ntzoufras, Ioannis

Abstract

In this paper we discuss and present in detail the implementation of Gibbs variable selection as defined by Dellaportas et al. (2000, 2002) using the BUGS software (Spiegelhalter et al. ,'96a,b,c). The specification of the likelihood, prior and pseudo-prior distributions of the parameters as well as the prior term and model probabilities are described in detail. Guidance is also provided for the calculation of the posterior probabilities within BUGS environment when the number of models is limited. We illustrate the application of this methodology in a variety of problems including linear regression, log-linear and binomial response models.

Suggested Citation

  • Ntzoufras, Ioannis, 2002. "Gibbs Variable Selection using BUGS," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 7(i07).
    • Handle: RePEc:jss:jstsof:v:007:i07
    DOI: http://hdl.handle.net/10.18637/jss.v007.i07
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    Cited by:

    1. Tenan, Simone & O’Hara, Robert B. & Hendriks, Iris & Tavecchia, Giacomo, 2014. "Bayesian model selection: The steepest mountain to climb," Ecological Modelling, Elsevier, vol. 283(C), pages 62-69.
    2. Mohammadreza Mohebbi & Rory Wolfe & Andrew Forbes, 2014. "Disease Mapping and Regression with Count Data in the Presence of Overdispersion and Spatial Autocorrelation: A Bayesian Model Averaging Approach," IJERPH, MDPI, vol. 11(1), pages 1-20, January.
    3. Ozkok, Erengul & Streftaris, George & Waters, Howard R. & Wilkie, A. David, 2012. "Bayesian modelling of the time delay between diagnosis and settlement for Critical Illness Insurance using a Burr generalised-linear-type model," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 266-279.

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