Jointness In Bayesian Variable Selection With Applications To Growth Regression

Jointness In Bayesian Variable Selection With Applications To Growth Regression / Ley, Eduardo

The authors present a measure of jointness to explore dependence among regressors in the context of Bayesian model selection. The jointness measure they propose equals the posterior odds ratio between those models that include a set of variables and the models that only include proper subsets. They...

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Opis bibliograficzny
Główni autorzy:Ley, Eduardo
Kolejni autorzy:Steel, Mark F. J.
Format: Online-Resource
Język:English
Wydane:Washington, D.C : The World Bank, 2006
Hasła przedmiotowe:
Arts and Music
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Econometrics
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Dostęp online:URL des Erstveröffentlichers
Opis
Streszczenie:The authors present a measure of jointness to explore dependence among regressors in the context of Bayesian model selection. The jointness measure they propose equals the posterior odds ratio between those models that include a set of variables and the models that only include proper subsets. They show its application in cross-country growth regressions using two data-sets from the model-averaging growth literature
Opis fizyczny:1 Online-Ressource (17 Seiten)

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