Objective Bayesian group variable selection for linear model
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-021-01160-w
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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 472-490, November.
- F. Javier Girón & M. Lina Martínez & Elías Moreno & Francisco Torres, 2006. "Objective Testing Procedures in Linear Models: Calibration of the p‐values," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(4), pages 765-784, December.
- Smith, Michael & Kohn, Robert, 1996.
"Nonparametric regression using Bayesian variable selection,"
Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
- Smith, M. & Kohn, R., "undated". "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
- 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.
- Casella, George & Moreno, Elias, 2006. "Objective Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 157-167, March.
- Jian Huang & Shuange Ma & Huiliang Xie & Cun-Hui Zhang, 2009. "A group bridge approach for variable selection," Biometrika, Biometrika Trust, vol. 96(2), pages 339-355.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2013. "A Survey of L1 Regression," International Statistical Review, International Statistical Institute, vol. 81(3), pages 361-387, December.
- Shuichi Kawano, 2014. "Selection of tuning parameters in bridge regression models via Bayesian information criterion," Statistical Papers, Springer, vol. 55(4), pages 1207-1223, November.
- 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.
- Karsten Schweikert, 2022. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 83-104, January.
- Huang Hailin & Shangguan Jizi & Ruan Peifeng & Liang Hua, 2019. "Bi-level feature selection in high dimensional AFT models with applications to a genomic study," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 18(5), pages 1-11, October.
- Loann David Denis Desboulets, 2018.
"A Review on Variable Selection in Regression Analysis,"
Econometrics, MDPI, vol. 6(4), pages 1-27, November.
- Loann David Denis Desboulets, 2018. "A Review on Variable Selection in Regression Analysis," Post-Print hal-01954386, HAL.
- A. Antoniadis & I. Gijbels & S. Lambert-Lacroix, 2014. "Penalized estimation in additive varying coefficient models using grouped regularization," Statistical Papers, Springer, vol. 55(3), pages 727-750, August.
- Yonghui Liu & Yichen Lin & Xin Song & Conan Liu & Shuangzhe Liu, 2024. "Nonnegative group bridge and application in financial index tracking," Statistical Papers, Springer, vol. 65(2), pages 887-907, April.
- Bin Luo & Xiaoli Gao, 2022. "A high-dimensional M-estimator framework for bi-level variable selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 559-579, June.
- Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
- 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.
- Takumi Saegusa & Tianzhou Ma & Gang Li & Ying Qing Chen & Mei-Ling Ting Lee, 2020. "Variable Selection in Threshold Regression Model with Applications to HIV Drug Adherence Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(3), pages 376-398, December.
- Qu, Lianqiang & Song, Xinyuan & Sun, Liuquan, 2018. "Identification of local sparsity and variable selection for varying coefficient additive hazards models," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 119-135.
- Lee, Sangin & Lee, Youngjo & Pawitan, Yudi, 2018. "Sparse pathway-based prediction models for high-throughput molecular data," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 125-135.
- Shen, Lijuan & Tang, Yanlin & Tang, Loon Ching, 2021. "Understanding key factors affecting power systems resilience," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
- Zhang, Xin & Zhao, Junlong, 2024. "Group variable selection via group sparse neural network," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
- Lee, Sangin & Pawitan, Yudi & Lee, Youngjo, 2015. "A random-effect model approach for group variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 147-157.
- Yen-Shiu Chin & Ting-Li Chen, 2016. "Minimizing variable selection criteria by Markov chain Monte Carlo," Computational Statistics, Springer, vol. 31(4), pages 1263-1286, December.
- Zhigeng Geng & Sijian Wang & Menggang Yu & Patrick O. Monahan & Victoria Champion & Grace Wahba, 2015. "Group variable selection via convex log-exp-sum penalty with application to a breast cancer survivor study," Biometrics, The International Biometric Society, vol. 71(1), pages 53-62, March.
- Behrendt, Simon & Schweikert, Karsten, 2021. "A Note on Adaptive Group Lasso for Structural Break Time Series," Econometrics and Statistics, Elsevier, vol. 17(C), pages 156-172.
More about this item
Keywords
Bayes factor; Group variable selection; Intrinsic prior; Linear regression model;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01160-w. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.