A Bayesian Approach for Predicting With Polynomial Regression of Unknown Degree
This article compares three methods for computing the posterior probabilities of the possible orders in polynomial regression models. These posterior probabilities are used for forecasting using Bayesian model averaging. It is shown that Bayesian model averaging provides a closer relationship betwee...
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| Veröffentlicht in: | Technometrics 2005-02, Vol.47 (1), p.23-33 |
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| container_title | Technometrics |
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| creator | Guttman, Irwin Peña, Daniel Redondas, Dolores |
| description | This article compares three methods for computing the posterior probabilities of the possible orders in polynomial regression models. These posterior probabilities are used for forecasting using Bayesian model averaging. It is shown that Bayesian model averaging provides a closer relationship between the theoretical coverage of the high-density predictive interval (HDPI) and the observed coverage than those corresponding to selecting the best model. The performance of the different procedures is illustrated with simulations and some known engineering data. |
| doi_str_mv | 10.1198/004017004000000581 |
| format | Article |
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These posterior probabilities are used for forecasting using Bayesian model averaging. It is shown that Bayesian model averaging provides a closer relationship between the theoretical coverage of the high-density predictive interval (HDPI) and the observed coverage than those corresponding to selecting the best model. 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| ispartof | Technometrics, 2005-02, Vol.47 (1), p.23-33 |
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| source | JSTOR Mathematics & Statistics; JSTOR Archive Collection A-Z Listing |
| subjects | Approximation Bayes information criterion Bayesian analysis Bayesian model averaging Bayesian networks Binomials Degrees of polynomials Exact sciences and technology Forecasting models Fractional bayes factor Intrinsic bayes factor Linear inference, regression Mathematics Modeling Musical intervals Polynomials Predictive modeling Probabilities Probability and statistics Regression analysis Sciences and techniques of general use Statistical analysis Statistical methods Statistics |
| title | A Bayesian Approach for Predicting With Polynomial Regression of Unknown Degree |
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