Bayesian variable selection based on test statistics : Basic ideas and selected topics

Language: English

Published by AV Akademikerverlag, 2014

3639631048 / 9783639631043

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - Having the possibility to correctly select the covariates, which are to be included in the final model is a major challenge in statistics, especially in the regression framework. A crucial problem of existing Bayesian variable selection procedures is the specification of complicated prior model parameters that appear in the selection set. As a consequence, applications based on these methodologies are sometimes limited. The drivers of this book are the wish to reduce the subjectivity that is associated with the specification of prior distributions. Furthermore, since, in spite of everything, prior specifications are not completely eliminated, an analysis of how to choose them and an investigation of the involved effects in our Bayesian variable selection are proposed. To achieve these objectives, work was structured into three major parts. In the first part, an innovative procedure to calculate Bayes factors based on standard test statistics is proposed. The second part deals with a Bayesian variable selection methodology which is constructed from the previously calculated test-based Bayes factors. Finally, since prognostic models are of central importance in medicine, applications to two concrete examples are developed in this field. As an outcome of this book it can be said that.…

Seller Inventory # 9783639631043

Title
Bayesian variable selection based on test statistics : Basic ideas and selected topics
Author
Andrea Malaguerra
Publisher
AV Akademikerverlag
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3639631048
ISBN 13
9783639631043
Item weight
149 grams
Dimensions
220x150x6 mm

AHA-BUCH GmbH

Einbeck, Germany

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