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