Variable Selection in the Presence of Factors: A Model Selection Perspective

DOI10.1080/01621459.2021.1889565zbMath1515.62026MaRDI QIDQ6110705

Gonzalo García-Donato, Rui Paulo

Publication date: 6 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

zbMATH Keywords

multiplicityBayes factorvariable selectioncategorical variablesprior distributionsobjective methods

Mathematics Subject Classification ID

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

Cites Work

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