Mixtures of g-priors for Bayesian Variable Selection
Publication
, Journal Article
Liang, F; Paulo, R; Molina, G; Clyde, MA; Berger, JO
Published in: Journal of the American Statistical Association
2008
Zellner's g prior remains a popular conventional prior for use in Bayesian variable selection, despite several undesirable consistency issues. In this article we study mixtures of g priors as an alternative to default g priors that resolve many of the problems with the original formulation while maintaining the computational tractability that has made the g prior so popular. We present theoretical properties of the mixture g priors and provide real and simulated examples to compare the mixture formulation with fixed g priors, empirical Bayes approaches, and other default procedures.
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Published In
Journal of the American Statistical Association
DOI
Publication Date
2008
Volume
103
Start / End Page
110 / 123
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1603 Demography
- 1403 Econometrics
- 0104 Statistics
Citation
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ICMJE
MLA
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Liang, F., Paulo, R., Molina, G., Clyde, M. A., & Berger, J. O. (2008). Mixtures of g-priors for Bayesian Variable Selection. Journal of the American Statistical Association, 103, 110–123. https://doi.org/10.1198/016214507000001337
Liang, F., R. Paulo, G. Molina, M. A. Clyde, and J. O. Berger. “Mixtures of g-priors for Bayesian Variable Selection.” Journal of the American Statistical Association 103 (2008): 110–23. https://doi.org/10.1198/016214507000001337.
Liang F, Paulo R, Molina G, Clyde MA, Berger JO. Mixtures of g-priors for Bayesian Variable Selection. Journal of the American Statistical Association. 2008;103:110–23.
Liang, F., et al. “Mixtures of g-priors for Bayesian Variable Selection.” Journal of the American Statistical Association, vol. 103, 2008, pp. 110–23. Manual, doi:10.1198/016214507000001337.
Liang F, Paulo R, Molina G, Clyde MA, Berger JO. Mixtures of g-priors for Bayesian Variable Selection. Journal of the American Statistical Association. 2008;103:110–123.
Published In
Journal of the American Statistical Association
DOI
Publication Date
2008
Volume
103
Start / End Page
110 / 123
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1603 Demography
- 1403 Econometrics
- 0104 Statistics