Objective Bayes model selection in probit models
نویسندگان
چکیده
منابع مشابه
Objective Bayes model selection in probit models.
We describe a new variable selection procedure for categorical responses where the candidate models are all probit regression models. The procedure uses objective intrinsic priors for the model parameters, which do not depend on tuning parameters, and ranks the models for the different subsets of covariates according to their model posterior probabilities. When the number of covariates is moder...
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ژورنال
عنوان ژورنال: Statistics in Medicine
سال: 2011
ISSN: 0277-6715
DOI: 10.1002/sim.4406