Gibbs Variable Selection using BUGS

In this paper we discuss and present in detail the implementation of Gibbs variable selection as defined by Dellaportas et al. (2000, 2002) using the BUGS software (Spiegelhalter et al. , 1996a,b,c). The specification of the likelihood, prior and pseudo-prior distributions of the parameters as well...

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Bibliographic Details
Main Author: Ioannis Ntzoufras
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2002-09-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2292