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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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Autors principals: Chen, Ming-Hui, Huang, Lan, Ibrahim, Joseph G., Kim, Sungduk
Format: Artigo
Idioma:Inglês
Publicat: 2008
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Accés en línia: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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