Ioannis Ntzoufras

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Bayesian Variable Selection Using the Gibbs Sampler

P. Dellaportas, J. J. Forster and I. Ntzoufras (2000)

 Generalized Linear Models: A Bayesian Perspective  (D. K. Dey, S. Ghosh, and  B. Mallick, eds.).  New York: Marcel Dekker, 271 – 286. 

Abstract

Specification of the linear predictor for a generalised linear model requires determining which variables to include. We consider Bayesian strategies for performing this variable selection. In particular we focus on approaches based on the Gibbs sampler. Such approaches may be implemented using the publically available software BUGS. We illustrate the methods using a simple example. BUGS code is provided in an appendix.


[Download associated Bugs files here].

 

 


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Last revised: 22.8.2003