## Bayesian Model Averaging for Linear Regression Models (1997)

by
Adrian E. Raftery
,
Jennifer A. Hoeting
,
David Madigan

Venue: | Journal of the American Statistical Association |

Citations: | 185 - 13 self |

### BibTeX

@ARTICLE{Raftery97bayesianmodel,

author = {Adrian E. Raftery and Jennifer A. Hoeting and David Madigan},

title = {Bayesian Model Averaging for Linear Regression Models},

journal = {Journal of the American Statistical Association},

year = {1997},

volume = {92},

pages = {179--191}

}

### Years of Citing Articles

### OpenURL

### Abstract

We consider the problem of accounting for model uncertainty in linear regression models. Conditioning on a single selected model ignores model uncertainty, and thus leads to the underestimation of uncertainty when making inferences about quantities of interest. A Bayesian solution to this problem involves averaging over all possible models (i.e., combinations of predictors) when making inferences about quantities of