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On the Quantification of Model Uncertainty: A Bayesian Perspective

Issues of model selection have dominated the theoretical and applied statistical literature for decades. Model selection methods such as ridge regression, the lasso, and the elastic net have replaced ad hoc methods such as stepwise regression as a means of model selection. In the end, however, these...

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Publicat a:Psychometrika
Autor principal: Kaplan, David
Format: Artigo
Idioma:Inglês
Publicat: Springer US 2021
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC7958145/
https://ncbi.nlm.nih.gov/pubmed/33721184
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11336-021-09754-5
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