Negotiating multicollinearity with spike-and-slab priors
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DOI: 10.1007/s40300-014-0047-y
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- Veronika Ročková & Edward I. George, 2014. "EMVS: The EM Approach to Bayesian Variable Selection," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 828-846, June.
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Cited by:
- Sudhanshu K. MISHRA, 2016.
"Shapley Value Regression and the Resolution of Multicollinearity,"
Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 498-515, September.
- Mishra, SK, 2016. "Shapley value regression and the resolution of multicollinearity," MPRA Paper 72116, University Library of Munich, Germany.
- Park, Seongoh & Kim, Joungyoun & Wang, Xinlei & Lim, Johan, 2024. "Variable selection in Bayesian multiple instance regression using shotgun stochastic search," Computational Statistics & Data Analysis, Elsevier, vol. 196(C).
- Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
- Jetter, Michael & Mahmood, Rafat & Parmeter, Christopher F. & Ramirez Hassan, Andres, 2020. "Explaining Post-Cold-War Civil Conflict among 17 Billion Models: The Importance of History and Religion," IZA Discussion Papers 13511, Institute of Labor Economics (IZA).
- Obryan Poyser, 2019. "Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(1), pages 29-60, March.
- Jetter, Michael & Mahmood, Rafat & Parmeter, Christopher F. & Ramírez-Hassan, Andrés, 2022. "Post-Cold War civil conflict and the role of history and religion: A stochastic search variable selection approach," Economic Modelling, Elsevier, vol. 114(C).
- Ramírez-Hassan, Andrés & Carvajal-Rendón, Daniela A., 2021. "Specification uncertainty in modeling internet adoption: A developing city case analysis," Utilities Policy, Elsevier, vol. 70(C).
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More about this item
Keywords
Deterministic annealing; EM algorithm; EMVS; $$g$$ g -prior; Variable selection; 62F15; 62J05;All these keywords.
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