Objective Bayesian group variable selection for linear model
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-021-01160-w
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- F. Javier Girón & M. Lina Martínez & Elías Moreno & Francisco Torres, 2006. "Objective Testing Procedures in Linear Models: Calibration of the p‐values," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(4), pages 765-784, December.
- Smith, Michael & Kohn, Robert, 1996.
"Nonparametric regression using Bayesian variable selection,"
Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
- Smith, M. & Kohn, R., "undated". "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
- Casella, George & Moreno, Elias, 2006. "Objective Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 157-167, March.
- Jian Huang & Shuange Ma & Huiliang Xie & Cun-Hui Zhang, 2009. "A group bridge approach for variable selection," Biometrika, Biometrika Trust, vol. 96(2), pages 339-355.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Elías Moreno & F. Girón, 2008. "Comparison of Bayesian objective procedures for variable selection in linear regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 472-490, November.
- Elías Moreno & F. Girón, 2008. "Comparison of Bayesian objective procedures for variable selection in linear regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 491-492, November.
- Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Shuichi Kawano, 2014. "Selection of tuning parameters in bridge regression models via Bayesian information criterion," Statistical Papers, Springer, vol. 55(4), pages 1207-1223, November.
- Loann David Denis Desboulets, 2018.
"A Review on Variable Selection in Regression Analysis,"
Econometrics, MDPI, vol. 6(4), pages 1-27, November.
- Loann David Denis Desboulets, 2018. "A Review on Variable Selection in Regression Analysis," Post-Print hal-01954386, HAL.
- Moreno, Elías & Girón, F.J. & Vázquez-Polo, F.J. & Negrín, M.A., 2012. "Optimal healthcare decisions: The importance of the covariates in cost–effectiveness analysis," European Journal of Operational Research, Elsevier, vol. 218(2), pages 512-522.
- Takumi Saegusa & Tianzhou Ma & Gang Li & Ying Qing Chen & Mei-Ling Ting Lee, 2020. "Variable Selection in Threshold Regression Model with Applications to HIV Drug Adherence Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(3), pages 376-398, December.
- Qu, Lianqiang & Song, Xinyuan & Sun, Liuquan, 2018. "Identification of local sparsity and variable selection for varying coefficient additive hazards models," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 119-135.
- Lee, Sangin & Lee, Youngjo & Pawitan, Yudi, 2018. "Sparse pathway-based prediction models for high-throughput molecular data," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 125-135.
- Lee, Sangin & Pawitan, Yudi & Lee, Youngjo, 2015. "A random-effect model approach for group variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 147-157.
- Pei Wang & Shunjie Chen & Sijia Yang, 2022. "Recent Advances on Penalized Regression Models for Biological Data," Mathematics, MDPI, vol. 10(19), pages 1-24, October.
- Li Yun & O’Connor George T. & Dupuis Josée & Kolaczyk Eric, 2015. "Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 14(3), pages 265-277, June.
- Xianwen Ding & Zhihuang Yang, 2024. "Adaptive Bi-Level Variable Selection for Quantile Regression Models with a Diverging Number of Covariates," Mathematics, MDPI, vol. 12(20), pages 1-23, October.
- Yanfang Zhang & Chuanhua Wei & Xiaolin Liu, 2022. "Group Logistic Regression Models with l p,q Regularization," Mathematics, MDPI, vol. 10(13), pages 1-15, June.
- Hu, Jianhua & Liu, Xiaoqian & Liu, Xu & Xia, Ningning, 2022. "Some aspects of response variable selection and estimation in multivariate linear regression," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Young Joo Yoon & Cheolwoo Park & Erik Hofmeister & Sangwook Kang, 2012. "Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(7), pages 1605-1621, January.
- Xia Cui & Heng Peng & Songqiao Wen & Lixing Zhu, 2013. "Component Selection in the Additive Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 491-510, September.
- Yanming Li & Bin Nan & Ji Zhu, 2015. "Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure," Biometrics, The International Biometric Society, vol. 71(2), pages 354-363, June.
- Patrick Breheny, 2015. "The group exponential lasso for bi‐level variable selection," Biometrics, The International Biometric Society, vol. 71(3), pages 731-740, September.
- Wenyan Zhong & Xuewen Lu & Jingjing Wu, 2021. "Bi-level variable selection in semiparametric transformation models with right-censored data," Computational Statistics, Springer, vol. 36(3), pages 1661-1692, September.
- Mehmet Caner & Xu Han, 2014. "Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 359-374, July.
- Fabian Scheipl & Thomas Kneib & Ludwig Fahrmeir, 2013. "Penalized likelihood and Bayesian function selection in regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 349-385, October.
- Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2013. "A Survey of L1 Regression," International Statistical Review, International Statistical Institute, vol. 81(3), pages 361-387, December.
More about this item
Keywords
Bayes factor; Group variable selection; Intrinsic prior; Linear regression model;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01160-w. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.