We characterize the consistency of posterior model probabilities that are computed conditional on affine functions of the outcome variable for normal linear models.
- Model averaging
- Partial information
- Posterior probabilities
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
Wong, H., & Clarke, B. (2004). A characterization of consistency of model weights given partial information in normal linear models. Statistics and Probability Letters, 68(1), 27-37. https://doi.org/10.1016/j.spl.2004.01.011