BayesSUR (Q54022)
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Bayesian Seemingly Unrelated Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BayesSUR |
Bayesian Seemingly Unrelated Regression |
Statements
9 January 2024
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Bayesian seemingly unrelated regression with general variable selection and dense/sparse covariance matrix. The sparse seemingly unrelated regression is described in Bottolo et al. (2021) <doi:10.1111/rssc.12490>, the software paper is in Zhao et al. (2021) <doi:10.18637/jss.v100.i11>, and the model with random effects is described in Zhao et al. (2023) <doi:10.1093/jrsssc/qlad102>.
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