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  • 标题:Gibbs Variable Selection using BUGS
  • 本地全文:下载
  • 作者:Ioannis Ntzoufras
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2002
  • 卷号:7
  • 期号:1
  • 页码:1-19
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:In this paper we discuss and present in detail the implementation of Gibbs variable selection as defined by Dellaportas et al. (2000, 2002) using the BUGS software (Spiegelhalter et al. , 1996a,b,c). The specification of the likelihood, prior and pseudo-prior distributions of the parameters as well as the prior term and model probabilities are described in detail. Guidance is also provided for the calculation of the posterior probabilities within BUGS environment when the number of models is limited. We illustrate the application of this methodology in a variety of problems including linear regression, log-linear and binomial response models.
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