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gvs_BUGS

swMATH ID: 26317
Software Authors: Ioannis Ntzoufras
Description: Gibbs Variable Selection using BUGS. In this paper we discuss and present in detail the implementation of Gibbs variable selection as defined by Dellaportas et al. (2000, 2002) using the BUGS software (Spiegelhalter et al. , 1996a,b,c). The specification of the likelihood, prior and pseudo-prior distributions of the parameters as well as the prior term and model probabilities are described in detail. Guidance is also provided for the calculation of the posterior probabilities within BUGS environment when the number of models is limited. We illustrate the application of this methodology in a variety of problems including linear regression, log-linear and binomial response models.
Homepage: https://www.jstatsoft.org/v007/i07
Keywords: Logistic regression; Linear regression; MCMC; Model selection; BUGS; Gibbs Variable Selection; Journal of Statistical Software
Related Software: BayesDA; WinBUGS; BUGS; conting; rjmcmc; MCMCprecision; RcppArmadillo; JAGS; Armadillo; CODA; GLIM; actuar
Cited in: 3 Publications

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