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Comparison of Bayesian objective procedures for variable selection in linear regression

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  • Elías Moreno
  • F. Girón

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:spr:testjl:v:17:y:2008:i:3:p:491-492
    DOI: 10.1007/s11749-008-0095-9
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    Citations

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    Cited by:

    1. Dimitris Fouskakis & Ioannis Ntzoufras, 2017. "Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models," METRON, Springer;Sapienza Università di Roma, vol. 75(3), pages 371-380, December.
    2. Moreno, E. & Girón, F.J. & Martínez, M.L. & Vázquez-Polo, F.J. & Negrín, M.A., 2013. "Optimal treatments in cost-effectiveness analysis in the presence of covariates: Improving patient subgroup definition," European Journal of Operational Research, Elsevier, vol. 226(1), pages 173-182.
    3. Minerva Mukhopadhyay & Sourabh Bhattacharya, 2022. "Bayes factor asymptotics for variable selection in the Gaussian process framework," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 581-613, June.
    4. 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.
    5. Sang Gil Kang & Woo Dong Lee & Yongku Kim, 2022. "Objective Bayesian group variable selection for linear model," Computational Statistics, Springer, vol. 37(3), pages 1287-1310, July.

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