Loading...
Please wait, while we are loading the content...
Similar Documents
Bayesian Model Averaging Using Power-Expected-Posterior Priors
| Content Provider | MDPI |
|---|---|
| Author | Fouskakis, Dimitris Ntzoufras, Ioannis |
| Copyright Year | 2020 |
| Description | This paper focuses on the Bayesian model average (BMA) using the power–expected– posterior prior in objective Bayesian variable selection under normal linear models. We derive a BMA point estimate of a predicted value, and present computation and evaluation strategies of the prediction accuracy. We compare the performance of our method with that of similar approaches in a simulated and a real data example from economics. |
| Starting Page | 17 |
| e-ISSN | 22251146 |
| DOI | 10.3390/econometrics8020017 |
| Journal | Econometrics |
| Issue Number | 2 |
| Volume Number | 8 |
| Language | English |
| Publisher | MDPI |
| Publisher Date | 2020-05-11 |
| Access Restriction | Open |
| Subject Keyword | Econometrics Economics Bayesian Model Averaging Bayesian Variable Selection Expected–posterior Priors Imaginary Training Samples Power–expected–posterior Priors |
| Content Type | Text |
| Resource Type | Article |
