A novel Bayesian approach for variable selection in linear regression models☆
Under a Creative Commons license
open access
Keywords
Variable selection
Hierarchical Bayes
-prior with ridge parameter
Model uncertainty
Metropolis–Hastings algorithm
Consistency
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For this work there exists supplementary material. Based on the prostate cancer data provided by Stamey et al. (1989) the performance of the proposed approach is compared to other recent variable selection methods.
© 2019 The Author(s). Published by Elsevier B.V.