Jointness In Bayesian Variable Selection With Applications To Growth Regression

Ley, Eduardo

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

MoreLess

Year of publication:	2006
Authors:	Ley, Eduardo
Other Persons:	Ley, Eduardo (contributor) ; Steel, Mark F. J. (contributor)
Publisher:	Washington, D.C : The World Bank
Subject:	Regressionsanalyse \| Regression analysis \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory \| Wirtschaftswachstum \| Economic growth

Extent:	Online-Ressource (1 online resource (17 p.))
Type of publication:	Book / Working Paper
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010521999