Bayesian Model Averaging for Linear Regression Models
نویسندگان
چکیده
منابع مشابه
Bayesian Model Averaging for Linear Regression Models
We consider the problem of accounting for model uncertainty in linear regression models. Conditioning on a single selected model ignores model uncertainty, and thus leads to the underestimation of uncertainty when making inferences about quantities of interest. A Bayesian solution to this problem involves averaging over all possible models (i.e., combinations of predictors) when making inferenc...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1997
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1997.10473615