✦ LIBER ✦

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks

✍ Scribed by Rodney W. Strachan

Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 253 KB
Volume: 24
Category: Article
ISSN: 0883-7252
DOI: 10.1002/jae.1050

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

Doppelhofer and Weeks (2009) present a statistic designed to indicate the probability that pairs of regressors appear together or individually in a Bayesian model averaged linear regression. This comment presents an alternative measure that is designed to overcome some of the limitations of Doppelhofer and Weeks' statistic. Copyright © 2009 John Wiley & Sons, Ltd.

📜 SIMILAR VOLUMES

Jointness of growth determinants

✍ Gernot Doppelhofer; Melvyn Weeks 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 278 KB

## Abstract This paper introduces a new measure of dependence or __jointness__ among explanatory variables. Jointness is based on the joint posterior distribution of variables over the model space, thereby taking model uncertainty into account. By looking beyond marginal measures of variable import

Jointness of growth determinants: Reply

Jointness of growth determinants: Reply to comments by Rodney Strachan, Eduardo Ley and Mark F.J. Steel

✍ Gernot Doppelhofer; Melvyn Weeks 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 55 KB

## Abstract This comment contrasts the jointness statistics proposed by Doppelhofer and Weeks (2009) with alternatives proposed by Strachan (2009) and Ley and Steel (2007). In contrast to the alternatives, our jointness statistic constitutes a formal test for dependence over the joint posterior dis