A new criterion for variable selection
β
R. Philips; I. Guttman
π
Article
π
1998
π
Elsevier Science
π
English
β 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