Stochastic algorithms for variable selection in the General Linear Model
In this paper were implemented three algorithms by Monte Carlo Markov Chain (MCMC) called: stochastic search for variable selection, unconditional priors for variable selection, and Gibbs variable selection in the context of linear models. The methodology is illustrated using simulated and real data...
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| Formato: | Artículo (Article) |
| Lenguaje: | Español (Spanish) |
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Universidad Santo Tomás
2013
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