A paper by G. García-Donato and A. Forte (2018). Final version appeared in The R journal, 10, 155-174. link
Archivo de la etiqueta: Linear Models
Methods and tools for Bayesian variable selection and model averaging in normal linear models
A paper by A. Forte, G. García-Donato and M.F.J. Steel (2018). Final version appeared in International Statistical Review, 86, 237-258. link
Variable selection in the analysis of energy consumption growth nexus
A paper by M. Camarero, A. Forte, G. García-Donato, Y. Mendoza and J. Ordóñez (2015). Final version appeared in Energy Economics, 52, 207-216. link
library(«BayesVarSel»)
Available here is an R package for testing, variable selection and model averaging in linear models.
Criteria for Bayesian Model Choice with Application to Variable Selection
A paper by M.J. Bayarri, J.O. Berger, A. Forte and G. García-Donato (2012). Final version published in: The Annals of statistics, 40, 1550-1577. Full text
Generalization of Jeffreys’ Divergence Based Priors for Bayesian Hypothesis testing
A paper by M.J. Bayarri and G. García-Donato (2008). Final version published in: Journal of the Royal Statistical Society, series B, 70, 981-1003. Full text
Extending Conventional priors for Testing General Hypotheses in Linear Models
A paper by M.J. Bayarri and G. García-Donato (2007). Final version publisehd in: Biometrika, 94, 135-152. Full text