Bayesian robust transformation and variable selection: A unified approach

DOI10.1002/cjs.10021zbMath1177.62034OpenAlexW2138227681MaRDI QIDQ3645628

Raphael Gottardo, Adrian E. Raftery

Publication date: 18 November 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10021

zbMATH Keywords

Markov chain Monte CarloBayesian model averagingmixture distributionst-distributionBox-Coxgeneralized regression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Bayesian transformation family selection: Moving toward a transformed Gaussian universe, Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach, A Bayesian measurement error model for two-channel cell-based RNAi data with replicates, Objective Bayesian transformation and variable selection using default Bayes factors, A Bayesian model averaging approach for observational gene expression studies, Bayesian Spatial Transformation Models with Applications in Neuroimaging Data, Bayesian fractional polynomials, The Box-Cox transformation: review and extensions, Tractable Bayesian Variable Selection: Beyond Normality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust regression diagnostics with data transformations
• Nonparametric regression using Bayesian variable selection
• Robust estimation in heteroscedastic linear models
• Bayesian predictive simultaneous variable and transformation selection in the linear model.
• A method for simultaneous variable selection and outlier identification in linear regression
• An exploration of aspects of Bayesian multiple testing
• Prediction and Power Transformations when the Choice of Power is Restricted to a Finite Set
• Transformations in Regression: A Robust Analysis
• The Analysis of Transformed Data
• Transformations Unmasked
• An Analysis of Transformations Revisited
• On prediction and the power transformation family
• Detection of Influential Observation in Linear Regression
• Bayesian Model Averaging for Linear Regression Models
• Box‐Cox transformed linear models: A parameter‐based asymptotic approach
• An Analysis of Transformations Revisited, Rebutted
• Bayesian Graphical Models for Discrete Data
• Transformation of the Independent Variables