Specification of prior distributions under model uncertainty

Specification of prior distributions under model uncertainty (2008)

by Petros Dellaportas , Jonathan J. Forster , Ioannis Ntzoufras

Datum	Value	Source
TITLE	Specification of prior distributions under model uncertainty	SVM HeaderParse 0.2
AUTHOR NAME	Petros Dellaportas	SVM HeaderParse 0.2
AUTHOR AFFIL	SUMMARY	SVM HeaderParse 0.2
AUTHOR NAME	Jonathan J. Forster	SVM HeaderParse 0.2
AUTHOR AFFIL	SUMMARY	SVM HeaderParse 0.2
AUTHOR NAME	Ioannis Ntzoufras	SVM HeaderParse 0.2
AUTHOR AFFIL	SUMMARY	SVM HeaderParse 0.2
ABSTRACT	We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior distribution across models so that sensitivity of posterior model probabilities to the dispersion of prior distributions for the parameters of individual models (Lindley’s paradox) is diminished. We illustrate the behavior of inferential and predictive posterior quantities in linear and log-linear regressions under our proposed prior densities with a series of simulated and real data examples.	SVM HeaderParse 0.2
YEAR	2008	SVM HeaderParse 0.2
CITATIONS	37 found	ParsCit 1.0