Ontology highlight
ABSTRACT:
SUBMITTER: Johnson VE
PROVIDER: S-EPMC3867525 | biostudies-literature | 2012
REPOSITORIES: biostudies-literature
Journal of the American Statistical Association 20120101 498
Standard assumptions incorporated into Bayesian model selection procedures result in procedures that are not competitive with commonly used penalized likelihood methods. We propose modifications of these methods by imposing nonlocal prior densities on model parameters. We show that the resulting model selection procedures are consistent in linear model settings when the number of possible covariates <i>p</i> is bounded by the number of observations <i>n</i>, a property that has not been extended ...[more]