Elicitation of Prior Distributions for Variable-Selection Problems in Regression

• 1 December 1992
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 20  (4) , 1697-1719
• https://doi.org/10.1214/aos/1176348886

Abstract

Keywords

• VARIABLE SELECTION
• CONJUGATE PRIOR
• LINEAR REGRESSION MODEL
• PRIOR DISTRIBUTION
• PREDICTIVE DISTRIBUTION
• LINEAR REGRESSION