摘要: In this paper we discuss and present in detail the implementation of Gibbs variable selection as defined by Dellaportas et al. (2000, 2002) using BUGS software (Spiegelhalter , 1996a,b,c). The specification likelihood, prior pseudo-prior distributions parameters well term model probabilities are described detail. Guidance is also provided for calculation posterior within environment when number models limited. We illustrate application methodology a variety problems including linear regression, log-linear binomial response models.
jstatsoft.org
doaj.org参考文章(11)
D. V. Lindley, A. F. M. Smith, Bayes Estimates for the Linear Model Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 34, pp. 1- 18 ,(1972) , 10.1111/J.2517-6161.1972.TB00885.X
Bradley P. Carlin, Siddhartha Chib, Bayesian Model Choice Via Markov Chain Monte Carlo Methods Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 57, pp. 473- 484 ,(1995) , 10.1111/J.2517-6161.1995.TB02042.X
Petros Dellaportas, Jonathan J. Forster, Ioannis Ntzoufras, On Bayesian model and variable selection using MCMC Statistics and Computing. ,vol. 12, pp. 27- 36 ,(2002) , 10.1023/A:1013164120801
I. Ntzoufras, P. Dellaportas, J.J. Forster, Bayesian variable selection using the Gibbs sampler Chemical Rubber Company Press. ,(2000)
Hugh Chipman, Bayesian variable selection with related predictors Canadian Journal of Statistics-revue Canadienne De Statistique. ,vol. 24, pp. 17- 36 ,(1996) , 10.2307/3315687
Edward I. George, Robert E. McCulloch, Variable Selection via Gibbs Sampling Journal of the American Statistical Association. ,vol. 88, pp. 881- 889 ,(1993) , 10.1080/01621459.1993.10476353
Merlise Clyde, Heather Desimone, Giovanni Parmigiani, Prediction via Orthogonalized Model Mixing Journal of the American Statistical Association. ,vol. 91, pp. 1197- 1208 ,(1996) , 10.1080/01621459.1996.10476989
M. W. Knuiman, T. P. Speed, Incorporating prior information into the analysis of contingency tables. Biometrics. ,vol. 44, pp. 1061- 1071 ,(1988) , 10.2307/2531735
Petros Dellaportas, Jonathan J Forster, Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models Biometrika. ,vol. 86, pp. 615- 633 ,(1999) , 10.1093/BIOMET/86.3.615
A. Raftery, Approximate Bayes factors and accounting for model uncertainty in generalised linear models Biometrika. ,vol. 83, pp. 251- 266 ,(1996) , 10.1093/BIOMET/83.2.251