## 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 limitation
Comments on ‘Jointness of growth determinants’
✍ Scribed by Eduardo Ley; Mark F. J. Steel
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 50 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0883-7252
- DOI
- 10.1002/jae.1049
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✦ Synopsis
Abstract
We consider the measures of jointness proposed by Doppelhofer and Weeks (2009) and Strachan (2009) in the context of variable selection. Using the general criteria suggested in Ley and Steel (2007), we identify some shortcomings of these measures, which are illustrated with empirically relevant example cases. We argue that careful examination of the properties of any jointness measure is critical before using it to inform decisions, and favour the use of the measures proposed in Ley and Steel (2007). Copyright © 2009 John Wiley & Sons, Ltd.
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