Variable Selection via Gibbs Sampling
Abstract A crucial problem in building a multiple regression model is the selection of predictors to include. The main thrust of this article is to propose and develop a procedu...
Publications
5 shownThe Risk Inflation Criterion for Multiple Regression
A new criterion is proposed for the evaluation of variable selection procedures in multiple regression. This criterion, which we call the risk inflation, is based on an adjustme...
Explaining the Gibbs Sampler
Abstract Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of su...
Calibration and empirical Bayes variable selection
Journal Article Calibration and empirical Bayes variable selection Get access EdwardI. George, EdwardI. George Department of Management Science and Information Systems, The Univ...
The Variable Selection Problem
Abstract The problem of variable selection is one of the most pervasive model selection problems in statistical applications. Often referred to as the problem of subset selectio...
Frequent Co-Authors
Researcher Info
- h-index
- 5
- Publications
- 5
- Citations
- 6,409
- Institution
- The University of Texas at Austin
External Links
Impact Metrics
h-index
5
h-index: Number of publications with at least h citations each.