Erratum

This article refers to:

Model selection in finite mixture of regression models: a Bayesian approach with innovative weighted g priors and reversible jump Markov chain Monte Carlo implementation

Wei Liu, Bo Zhang, Zhiwei Zhang, Jian Tao and Adam J. Branscum. Model selection in finite mixture of regression models: a Bayesian approach with innovative weighted g priors and reversible jump Markov chain Monte Carlo implementation. J. Statist. Comput. Simul. http://dx.doi.org/10.1080/00949655.2014.931584

In the above article, the first equation in Section 2.2 (Prior specification for G, w, and ${\mathit{\sigma }}^2$), contained an s, which was incorrect and should not have been present. The correct form is below. $P(G=j)=\frac{\{{\text{e}}^{-\lambda }{\lambda }^j/j!\}}{\{1-{\text{e}}^{-\lambda }-\sum _{k=1+G_{max}}^{\mathrm{\infty }}{\text{e}}^{-\lambda }{\lambda }^k/k!\}},j=1,\dots ,G_{max},$ The equation has now been corrected in the print and online versions.

Taylor & Francis apologises to the author for this error.