On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression:
This paper examines the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of potential regressors and relatively limited numbers of observations. The paper analyzes the effect of a variety of prio...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
The World Bank
2007
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| Schlagworte: | |
| Online-Zugang: | BSB01 EUV01 HTW01 FHI01 IOS01 Volltext |
| Zusammenfassung: | This paper examines the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of potential regressors and relatively limited numbers of observations. The paper analyzes the effect of a variety of prior assumptions on the inference concerning model size, posterior inclusion probabilities of regressors, and predictive performance. The analysis illustrates these issues in the context of cross-country growth regressions using three datasets with 41 to 67 potential drivers of growth and 72 to 93 observations. The results favor particular prior structures for use in this and related contexts |
| Beschreibung: | 1 Online-Ressource (25 Seiten)) |
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| spelling | Steel, Mark F.J. Verfasser aut On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression Steel, Mark F.J Washington, D.C The World Bank 2007 1 Online-Ressource (25 Seiten)) txt rdacontent c rdamedia cr rdacarrier This paper examines the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of potential regressors and relatively limited numbers of observations. The paper analyzes the effect of a variety of prior assumptions on the inference concerning model size, posterior inclusion probabilities of regressors, and predictive performance. The analysis illustrates these issues in the context of cross-country growth regressions using three datasets with 41 to 67 potential drivers of growth and 72 to 93 observations. The results favor particular prior structures for use in this and related contexts Online-Ausg Area Arts and Music Binomial distribution Classification Culture & Development Drawing Drawings Educational Technology and Distance Learning Essays Geographical Information Systems Information Security and Privacy Literature Performances Picture Science and Technology Development Simulation Statistical and Mathematical Sciences Ley, Eduardo Sonstige oth Steel, Mark F. J. Sonstige oth Steel, Mark F.J On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression http://elibrary.worldbank.org/content/workingpaper/10.1596/1813-9450-4238 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Steel, Mark F.J On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression Area Arts and Music Binomial distribution Classification Culture & Development Drawing Drawings Educational Technology and Distance Learning Essays Geographical Information Systems Information Security and Privacy Literature Performances Picture Science and Technology Development Simulation Statistical and Mathematical Sciences |
| title | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression |
| title_auth | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression |
| title_exact_search | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression |
| title_exact_search_txtP | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression |
| title_full | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression Steel, Mark F.J |
| title_fullStr | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression Steel, Mark F.J |
| title_full_unstemmed | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression Steel, Mark F.J |
| title_short | On The Effect of Prior Assumptions In Bayesian Model Averaging With Applications To Growth Regression |
| title_sort | on the effect of prior assumptions in bayesian model averaging with applications to growth regression |
| topic | Area Arts and Music Binomial distribution Classification Culture & Development Drawing Drawings Educational Technology and Distance Learning Essays Geographical Information Systems Information Security and Privacy Literature Performances Picture Science and Technology Development Simulation Statistical and Mathematical Sciences |
| topic_facet | Area Arts and Music Binomial distribution Classification Culture & Development Drawing Drawings Educational Technology and Distance Learning Essays Geographical Information Systems Information Security and Privacy Literature Performances Picture Science and Technology Development Simulation Statistical and Mathematical Sciences |
| url | http://elibrary.worldbank.org/content/workingpaper/10.1596/1813-9450-4238 |
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