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Negotiating Multicollinearity with Spike-and-Slab Priors
In multiple regression under the normal linear model, the presence of multicollinearity is well known to lead to unreliable and unstable maximum likelihood estimates. This can be particularly troublesome for the problem of variable selection where it becomes more difficult to distinguish between sub...
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| Publicado no: | Metron |
|---|---|
| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4239132/ https://ncbi.nlm.nih.gov/pubmed/25419004 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s40300-014-0047-y |
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