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Objective Bayesian Variable Selection

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  • Casella, George
  • Moreno, Elias
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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

    Volume (Year): 101 (2006)
    Issue (Month): (March)
    Pages: 157-167

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    Handle: RePEc:bes:jnlasa:v:101:y:2006:p:157-167

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    Cited by:
    1. Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
    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. Diego Salmeron & Juan Antonio Cano & Christian Robert, 2013. "Objective bayesian Hypothesis Testing in Binomial Regression Models with Integral Prior Distributions," Working Papers 2013-44, Centre de Recherche en Economie et Statistique.
    4. Guido Consonni & Eduardo Gutiérrez-Peña & Piero Veronese, 2008. "Compatible priors for Bayesian model comparison with an application to the Hardy–Weinberg equilibrium model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(3), pages 585-605, November.
    5. Stadelmann, David, 2010. "Which factors capitalize into house prices? A Bayesian averaging approach," Journal of Housing Economics, Elsevier, vol. 19(3), pages 180-204, September.
    6. Zeng, Peng, 2011. "A link-free method for testing the significance of predictors," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 550-562, March.
    7. 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.
    8. Kwon, Deukwoo & Landi, Maria Teresa & Vannucci, Marina & Issaq, Haleem J. & Prieto, DaRue & Pfeiffer, Ruth M., 2011. "An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2807-2818, October.
    9. 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, vol. 17(3), pages 472-490, November.
    10. Belitz, Christiane & Lang, Stefan, 2008. "Simultaneous selection of variables and smoothing parameters in structured additive regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 61-81, September.

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