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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Detalles Bibliográficos
Autor Principal: Infante, Saba Rafael
Formato: Artículo (Article)
Lenguaje:Español (Spanish)
Publicado: Universidad Santo Tomás 2013