Predictive Variable Selection in Generalized Linear Models

Here we extend predictive method for model selection of Laud and Ibrahim to the generalized linear model. This prescription avoids the need to directly specify prior probabilities of models and prior densities for the parameters. Instead, a prior prediction for the response induces the required prio...

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Veröffentlicht in:	Journal of the American Statistical Association 2002-09, Vol.97 (459), p.859-871
Hauptverfasser:	Meyer, Mary C, Laud, Purushottam W
Format:	Artikel
Sprache:	eng
Schlagworte:	Body mass index Breast cancer Calibration Conjugate prior Dyes Exact sciences and technology Generalized linear model Generalized linear models Gibbs sampling Inference from stochastic processes time series analysis L criterion Linear inference, regression Linear models Logistic regression Mathematics Model testing Modeling Nonparametric inference Normal prior Parametric inference Predictive distribution Predictive modeling Probabilities Probability and statistics Regression analysis Sciences and techniques of general use Statistical analysis Statistical methods Statistics Theory and Methods Tumors
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