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A criterion for selecting variables in a regression analysis

✍ Scribed by H. Linhart


Book ID
112725016
Publisher
Springer
Year
1960
Tongue
English
Weight
740 KB
Volume
25
Category
Article
ISSN
0033-3123

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A new criterion for variable selection
✍ R. Philips; I. Guttman πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 493 KB

The variable/model selection problem is reexamined from a Bayesian perspective using data splitting to establish a joint prior for the relevent parameters. This allows for the required integrations that have to be performed to be over the same dimensional parameter space. It also produces a result w