Jointness In Bayesian Variable Selection With Applications To Growth Regression [electronic resource] / Ley, Eduardo
Material type:
TextPublication details: Washington, D.C., The World Bank, 2006Description: 1 online resource (17 p.)Subject(s): Arts and Music | Calibration | Climate Change | Counting | Covariance | Culture & Development | Data | Econometrics | Economic Theory and Research | Educational Technology and Distance Learning | Environment | Evaluation | Finance and Financial Sector Development | Financial Literacy | Indicators | Information Security and Privacy | Less | Linear Regression | Logarithms | Macroeconomics and Economic Growth | Matrix | Poverty Reduction | Precision | Pro-Poor Growth | Probabilities | Probability | Probability Models | Science and Technology Development | Sensitivity Analysis | Standard Deviation | Standard Deviations | Statistical and Mathematical Sciences | Statistics | VariablesAdditional physical formats: Ley, Eduardo.: Jointness In Bayesian Variable Selection With Applications To Growth Regression.Online resources: Click here to access online Abstract: 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.
No physical items for this record
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.
There are no comments on this title.