A characterization of consistency of model weights given partial information in normal linear models

Hubert Wong; Bertrand Clarke

doi:10.1016/j.spl.2004.01.011

A characterization of consistency of model weights given partial information in normal linear models

Hubert Wong, Bertrand Clarke

Research output: Contribution to journal › Article › peer-review

Abstract

We characterize the consistency of posterior model probabilities that are computed conditional on affine functions of the outcome variable for normal linear models.

Original language	English (US)
Pages (from-to)	27-37
Number of pages	11
Journal	Statistics and Probability Letters
Volume	68
Issue number	1
DOIs	https://doi.org/10.1016/j.spl.2004.01.011
State	Published - Jun 1 2004
Externally published	Yes

Keywords

Consistency
Model averaging
Partial information
Posterior probabilities

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2004.01.011

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title = "A characterization of consistency of model weights given partial information in normal linear models",

abstract = "We characterize the consistency of posterior model probabilities that are computed conditional on affine functions of the outcome variable for normal linear models.",

keywords = "Consistency, Model averaging, Partial information, Posterior probabilities",

author = "Hubert Wong and Bertrand Clarke",

year = "2004",

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doi = "10.1016/j.spl.2004.01.011",

language = "English (US)",

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AU - Clarke, Bertrand

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KW - Model averaging

KW - Partial information

KW - Posterior probabilities

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A characterization of consistency of model weights given partial information in normal linear models

Abstract

Keywords

ASJC Scopus subject areas

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