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Compatibility of Prior Specifications Across Linear Models
Bayes factor,compatible prior,conjugateprior,g-prior,hypothesis testing,Kullback–Leibler projection,nested model,variable selection
2011/3/21
Bayesian model comparison requires the specification of a prior distribution on the parameter space of each candidate model. In this connection two concerns arise: on the one hand the elicitation task...
Compatibility of Prior Specifications Across Linear Models
Bayes factor,compatible prior,conjugate prior,g-prior,hypothesis testing,Kullback–Leibler projection,nested model,variable selection
2011/3/23
Bayesian model comparison requires the specification of a prior distribution on the parameter space of each candidate model. In this connection two concerns arise: on the one hand the elicitation task...