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

Hubert Wong, Bertrand Clarke

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)27-37
Number of pages11
JournalStatistics and Probability Letters
Volume68
Issue number1
DOIs
StatePublished - Jun 1 2004

Keywords

  • Consistency
  • Model averaging
  • Partial information
  • Posterior probabilities

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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