BAS: BAS: Bayesian Model Averaging using Bayesian Adaptive...

In BAS: Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

BAS: Bayesian Model Averaging using Bayesian Adaptive Sampling

Description

Implementation of Bayesian Model Averaging in linear models using stochastic or deterministic sampling without replacement from posterior distributions. Prior distributions on coefficients are of the form of Zellner's g-prior or mixtures of g-priors. Options include the Zellner-Siow Cauchy Priors, the Liang et al hyper-g priors, Local and Global Empirical Bayes estimates of g, and other default model selection criteria such as AIC and BIC. Sampling probabilities may be updated based on the sampled models.

Details

_PACKAGE

Author(s)

Merlise Clyde,
Maintainer: Merlise Clyde <[e-mail]>

References

Clyde, M. Ghosh, J. and Littman, M. (2010) Bayesian Adaptive Sampling for Variable Selection and Model Averaging. Journal of Computational Graphics and Statistics. 20:80-101
\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/jcgs.2010.09049")}

Clyde, M. and George, E. I. (2004) Model uncertainty. Statist. Sci., 19, 81-94.
\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/088342304000000035")}

Clyde, M. (1999) Bayesian Model Averaging and Model Search Strategies (with discussion). In Bayesian Statistics 6. J.M. Bernardo, A.P. Dawid, J.O. Berger, and A.F.M. Smith eds. Oxford University Press, pages 157-185.

Li, Y. and Clyde, M. (2018) Mixtures of g-priors in Generalized Linear Models. Journal of the American Statistical Association, 113:524, 1828-1845 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.2018.1469992")}

Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2008) Mixtures of g-priors for Bayesian Variable Selection. Journal of the American Statistical Association. 103:410-423.

\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/016214507000001337")}

See Also

bas.lm bas.glm

Other bas methods: bas.lm(), coef.bas(), confint.coef.bas(), confint.pred.bas(), diagnostics(), fitted.bas(), force.heredity.bas(), image.bas(), plot.confint.bas(), predict.bas(), predict.basglm(), summary.bas(), update.bas(), variable.names.pred.bas()

Examples

data("Hald")
hald.gprior =  bas.lm(Y ~ ., data=Hald, alpha=13, prior="g-prior")

# more complete demos

demo(BAS.hald)
## Not run: 
demo(BAS.USCrime)

## End(Not run)

BAS documentation built on Sept. 30, 2024, 9:19 a.m.