Mixtures of g-priors for Bayesian Model Averaging with Economic Application

Mixtures of g-priors for Bayesian Model Averaging with Economic Application

This paper examines the issue of variable selection in linear regression modeling, where there is a potentially large amount of possible covariates and economic theory offers insufficient guidance on how to select the appropriate subset. In this co...

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Bibliographic Details
Main Authors: Ley, Eduardo, Steel, Mark F. J.
Format: Policy Research Working Paper
Language:English
Published: 2012
Subjects:
ALGORITHMS
ARCHIVE
AREA
ASPECT
BAYES FACTOR
BAYESIAN ANALYSIS
BAYESIAN STATISTICS
BAYESIAN THEORY
BENCHMARK
CALCULATION
CLASSIFICATION
COVARIANCE
ECONOMETRICS
ENTRIES
ENUMERATION
ESSAYS
GAMMA DISTRIBUTION
GENERALIZATION
IDENTITY
ILLUSTRATION
INTEGRALS
LINEAR MODELS
LINEAR REGRESSION
LITERATURE
LITERATURES
MATRIX
MODELING
MULTIPLE REGRESSION
NESTED HYPOTHESES
NORMAL DISTRIBUTIONS
NOTATION
POSTER
PRECISION
PREDICTION
PREDICTIONS
PROBABILITIES
PROBABILITY
RANDOM VARIABLES
RANDOM WALK
REASONING
REGRESSION ANALYSIS
SAMPLE SIZE
SPIKE
STANDARD DEVIATION
STATISTICAL DECISION THEORY
TERMINOLOGY
UNION
USER
USERS
VARIABILITY
WEB
Online Access:http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20110725090359
http://hdl.handle.net/10986/3496

Internet

http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20110725090359
http://hdl.handle.net/10986/3496

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