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Bayesian Variable Selection and Computation for Generalized Linear Models with Conjugate Priors

In this paper, we consider theoretical and computational connections between six popular methods for variable subset selection in generalized linear models (GLM’s). Under the conjugate priors developed by Chen and Ibrahim (2003) for the generalized linear model, we obtain closed form analytic relati...

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Main Authors: Chen, Ming-Hui, Huang, Lan, Ibrahim, Joseph G., Kim, Sungduk
Formato: Artigo
Idioma:Inglês
Publicado: 2008
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Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC2680310/
https://ncbi.nlm.nih.gov/pubmed/19436774
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/08-BA323
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