Ways of obtaining approximate Bayes factors for generalized linear models are described, based on the Laplace method for integrals. I propose a new approximation which uses only the output of standard computer programs such as GUM; this appears to be quite accurate. A reference set of proper priors is suggested, both to represent the situation where there is not much prior information, and to assess the sensitivity of the results to the prior distribution. The methods can be used when the dispersion parameter is unknown, when there is overdispersion, to compare link functions, and to compare error distributions and variance functions. The methods can be used to implement the Bayesian approach to accounting for model uncertainty. I describe an application to inference about relative risks in the presence of control factors where model uncertainty is large and important. Software to implement the

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... In this article we present the general outlook and discuss general families of elaborations for use in practice; the exponential connection elaboration plays a key role. We then describe model elaborations for use in diagnosing: departures from normality, goodness of fit in generalized linear models, and variable selection in regression and outlier detection. We illustrate our approach with two applications.

A Bayesian methodology for estimating the size of a closed population from multiple incomplete administrative lists is proposed. The approach allows for a variety of dependence structures between the lists, inclusion of covariates, and explicitly accounts for model uncertainty. Interval estimates from this approach are compared to frequentist and previously published Bayesian approaches, and found to be superior. Several examples are considered. KEYWORDS: Bayesian graphical model; Capture-recapture; Closed population estimation; Chordal graph; Contingency table; Decomposable log-linear model; Markov distribution. Contents