Gibbs Variable Selection using BUGS

Ioannis Ntzoufras

Journal of Statistical Software, 2002, vol. 007, issue i07

Abstract: In this paper we discuss and present in detail the implementation of Gibbs variable selection as defined by Dellaportas et al. (2000, 2002) using the BUGS software (Spiegelhalter et al. ,'96a,b,c). The specification of the likelihood, prior and pseudo-prior distributions of the parameters as well as the prior term and model probabilities are described in detail. Guidance is also provided for the calculation of the posterior probabilities within BUGS environment when the number of models is limited. We illustrate the application of this methodology in a variety of problems including linear regression, log-linear and binomial response models.

Date: 2002-09-03
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:007:i07

DOI: 10.18637/jss.v007.i07

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