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Bayes model averaging with selection of regressors

Citations

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Cited by:

  1. Annalisa Cadonna & Sylvia Fruhwirth-Schnatter & Peter Knaus, 2019. "Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models," Papers 1912.03100, arXiv.org.
  2. Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
  3. Davide fiaschi & Angela Parenti, 2013. "An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach," Discussion Papers 2013/171, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  4. D. Fouskakis & I. Ntzoufras & D. Draper, 2009. "Population‐based reversible jump Markov chain Monte Carlo methods for Bayesian variable selection and evaluation under cost limit restrictions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(3), pages 383-403, July.
  5. Chen, Kun & Jiang, Wenxin & Tanner, Martin A., 2010. "A note on some algorithms for the Gibbs posterior," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1234-1241, August.
  6. Oliver J. Rutz & Michael Trusov & Randolph E. Bucklin, 2011. "Modeling Indirect Effects of Paid Search Advertising: Which Keywords Lead to More Future Visits?," Marketing Science, INFORMS, vol. 30(4), pages 646-665, July.
  7. Anastasia Dimiski, 2020. "Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset," Working Papers 2004, University of Guelph, Department of Economics and Finance.
  8. Kathrin Plankensteiner & Olivia Bluder & Jürgen Pilz, 2015. "Bayesian Network Model with Application to Smart Power Semiconductor Lifetime Data," Risk Analysis, John Wiley & Sons, vol. 35(9), pages 1623-1639, September.
  9. Zhou, Yongcai & Lao, Congcong & Yang, Yalong & Zhang, Zhitao & Chen, Haiying & Chen, Yinwen & Chen, Junying & Ning, Jifeng & Yang, Ning, 2021. "Diagnosis of winter-wheat water stress based on UAV-borne multispectral image texture and vegetation indices," Agricultural Water Management, Elsevier, vol. 256(C).
  10. Theo S. Eicher & Chris Papageorgiou & Adrian E. Raftery, 2011. "Default priors and predictive performance in Bayesian model averaging, with application to growth determinants," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 30-55, January/F.
  11. Hongxiao Zhu & Marina Vannucci & Dennis D. Cox, 2010. "A Bayesian Hierarchical Model for Classification with Selection of Functional Predictors," Biometrics, The International Biometric Society, vol. 66(2), pages 463-473, June.
  12. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2005. "How Robust Are the Linkages Between Religiosity and Economic Growth," Discussion Papers Series, Department of Economics, Tufts University 0510, Department of Economics, Tufts University.
  13. Naijun Sha & Benard Owusu Dechi, 2019. "A Bayes Inference for Ordinal Response with Latent Variable Approach," Stats, MDPI, vol. 2(2), pages 1-11, June.
  14. Annalisa Cadonna & Sylvia Frühwirth-Schnatter & Peter Knaus, 2020. "Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models," Econometrics, MDPI, vol. 8(2), pages 1-36, May.
  15. Jiang, He & Luo, Shihua & Dong, Yao, 2021. "Simultaneous feature selection and clustering based on square root optimization," European Journal of Operational Research, Elsevier, vol. 289(1), pages 214-231.
  16. Yang, Yandong & Hong, Weijun & Li, Shufang, 2019. "Deep ensemble learning based probabilistic load forecasting in smart grids," Energy, Elsevier, vol. 189(C).
  17. Naijun Sha & Marina Vannucci & Mahlet G. Tadesse & Philip J. Brown & Ilaria Dragoni & Nick Davies & Tracy C. Roberts & Andrea Contestabile & Mike Salmon & Chris Buckley & Francesco Falciani, 2004. "Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage," Biometrics, The International Biometric Society, vol. 60(3), pages 812-819, September.
  18. Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
  19. Simila, Timo & Tikka, Jarkko, 2007. "Input selection and shrinkage in multiresponse linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 406-422, September.
  20. Leonardo Bottolo & Marco Banterle & Sylvia Richardson & Mika Ala‐Korpela & Marjo‐Riitta Järvelin & Alex Lewin, 2021. "A computationally efficient Bayesian seemingly unrelated regressions model for high‐dimensional quantitative trait loci discovery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 886-908, August.
  21. Clive J Hoggart & John C Whittaker & Maria De Iorio & David J Balding, 2008. "Simultaneous Analysis of All SNPs in Genome-Wide and Re-Sequencing Association Studies," PLOS Genetics, Public Library of Science, vol. 4(7), pages 1-8, July.
  22. ter Braak, Cajo J.F., 2006. "Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1232-1242, November.
  23. Ram C. Kafle & Netra Khanal & Chris P. Tsokos, 2014. "Bayesian age-stratified joinpoint regression model: an application to lung and brain cancer mortality," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2727-2742, December.
  24. Nott, David J. & Leng, Chenlei, 2010. "Bayesian projection approaches to variable selection in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3227-3241, December.
  25. Howard D. Bondell & Brian J. Reich, 2012. "Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1610-1624, December.
  26. Ander Wilson & Brian J. Reich, 2014. "Confounder selection via penalized credible regions," Biometrics, The International Biometric Society, vol. 70(4), pages 852-861, December.
  27. Lanchimba, Cintya & Welsh, Dianne H.B. & Fadairo, Muriel & Silva, Vivian-Lara D.S., 2021. "The impact of franchisor signaling on entrepreneurship in emerging markets," Journal of Business Research, Elsevier, vol. 131(C), pages 337-348.
  28. Andrés Ramírez-Hassan, 2020. "Dynamic variable selection in dynamic logistic regression: an application to Internet subscription," Empirical Economics, Springer, vol. 59(2), pages 909-932, August.
  29. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
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