Jointness in Bayesian Variable Selection with Applications to Growth Regression
The authors present a measure of jointness to explore dependence among regressors in the context of Bayesian model selection. The jointness measure they propose equals the posterior odds ratio between those models that include a set of variables and the models that only include proper subsets. They...
| Main Authors: | , |
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| Format: | Policy Research Working Paper |
| Language: | English en_US |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://documents.worldbank.org/curated/en/2006/11/7186414/jointness-bayesian-variable-selection-applications-growth-regression http://hdl.handle.net/10986/8865 |