4,603
Views
37
CrossRef citations to date
0
Altmetric
Statistical Practice

Bayesian Variable Selection Under Collinearity

Pages 165-173 | Received 01 May 2013, Published online: 27 Aug 2015

REFERENCES

  • Barbieri, M., and Berger, J. (2004), “Optimal Predictive Model Selection,” Annals of Statistics, 32, 870–897.
  • Berger, J.O., and Molina, G. (2005), “Posterior Model Probabilities via Path-Based Pairwise Priors,” Statistica Neerlandica, 59, 3–15.
  • Brown, P.J., Fearn, F., and Vannucci, M. (2001), “Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem,” Journal of the American Statistical Association, 96, 398–408.
  • Christensen, R. (2002), Plane Answers to Complex Questions (3rd ed.), New York: Springer.
  • Clyde, M.A., Ghosh, J., and Littman, M.L. (2011), “Bayesian Adaptive Sampling for Variable Selection and Model Averaging,” Journal of Computational and Graphical Statistics, 20, 80–101.
  • Fernández, C., Ley, E., and Steel, M.F. (2001), “Benchmark Priors for Bayesian Model Averaging,” Journal of Econometrics, 100, 381–427.
  • George, E.I., and McCulloch, R.E. (1997), “Approaches for Bayesian Variable Selection,” Statistica Sinica, 7, 339–374.
  • Ghosh, J., and Clyde, M.A. (2011), “Rao-Blackwellization for Bayesian Variable Selection and Model Averaging in Linear and Binary Regression: A Novel Data Augmentation Approach,” Journal of the American Statistical Association, 106, 1041–1052.
  • Ghosh, J., and Reiter, J.P. (2013), “Secure Bayesian Model Averaging for Hori-zontally Partitioned Data,” Statistics and Computing, 23, 311–322.
  • Kraemer, N., and Boulesteix, A.-L. (2012), ppls: Penalized Partial Least Squares, R Package Version 1.05.
  • Krishna, A., Bondell, H.D., and Ghosh, S.K. (2009), “Bayesian Variable Selection Using an Adaptive Powered Correlation Prior,” Journal of Statistical Planning and Inference, 139, 2665–2674.
  • Liang, F., Paulo, R., Molina, G., Clyde, M., and Berger, J. (2008), “Mixtures of g-priors for Bayesian Variable Selection,” Journal of the American Statistical Association, 103, 410–423.
  • Liu, F., Chakraborty, S., Li, F., Liu, Y., and Lozano, A.C. (2014), “Bayesian Regularization via Graph Laplacian,” Bayesian Analysis, 9, 449–474.
  • Osborne, B., Fearn, T., Miller, A., and Douglas, S. (1984), “Application of Near Infrared Reflectance Spectroscopy to the Compositional Analysis of Biscuits and Biscuit Doughs,” Journal of the Science of Food and Agriculture, 57, 99–118.
  • Zellner, A. (1986), “On Assessing Prior Distributions and Bayesian Regression Analysis With g-prior Distributions,” in Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finetti, eds. P. K. Goel and A. Zellner, Amsterdam, The Netherlands: North-Holland/Elsevier, pp. 233–243.
  • Zellner, A., and Siow, A. (1980), “Posterior Odds Ratios for Selected Regression Hypotheses,” Bayesian Statistics: Proceedings of the First International Meeting held in Valencia (Spain), pp. 585–603.
  • Zou, H., and Hastie, T. (2005), “Regularization and Variable Selection via the Elastic Net,” Journal of the Royal Statistical Society, 67, 301–320.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.