Elicitation of prior distributions for variable-selection problems in regression

DOI10.1214/aos/1176348886zbMath0786.62043OpenAlexW2065860153MaRDI QIDQ1208639

Paul H. Garthwaite, James M. Dickey

Publication date: 16 May 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348886

zbMATH Keywords

variable selectionindependent variablespredictive distributionprobability elicitationdependent variablenormal linear regression modelmixture of \(t\)-distributionsmixture of natural conjugate prior distributionsprobability assessement methodsquantifying expert opinionsingle \(t\)-distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (5)

A method for simultaneous variable selection and outlier identification in linear regression ⋮ Comparison of improved class of priors for the analysis of the Burr type VII model under doubly censored samples ⋮ Quantifying expert opinion for modelling fauna habitat distributions ⋮ Prior distribution elicitation for generalized linear and piecewise-linear models ⋮ Eliciting prior distributions for extra parameters in some generalized linear models

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