- Volume 7 Issue 2
This paper is concerned with suggesting a Bayesian method for variable selection in generalized logit model. It is based on Laplace-Metropolis algorithm intended to propose a simple method for estimating the marginal likelihood of the model. The algorithm then leads to a criterion for the selection of variables. The criterion is to find a subset of variables that maximizes the marginal likelihood of the model and it is seen to be a Bayes rule in a sense that it minimizes the risk of the variable selection under 0-1 loss function. Based upon two examples, the suggested method is illustrated and compared with existing frequentist methods.
- Biometrika v.71 Calculation of polychotomous logistic regression parameters using individualized regression Begg, C.B;Gray, R.
- Journal of American Statistics Association v.91 The Intrinsic Bayes Factor for Model Selection and Prediction Berger, J.O.;Pericchi, L.R.
- Using the SAS System Logistic Regression Example Jack J. Berry;Duane S. Hayes;Kristin R. Latour;David C. Schlotzhauer
- Journal of American Statistics Association v.90 Marginal Likelihood from the Gibbs Output Chib, S.
- Journal of American Statistics v.49 Understanding the Metropolis-Hasting Algorithm Chib, S.;Greenberg, E.
- A Guide to The Analysis of Categorical Depenent variables with SAS and SPSS Choong Geun Chung
- Journal of American Statistics Association v.91 Markov Chain Mote Carlo Convergence Diagnostics : A Comparitive Review Cowles, M.K.;Carlin, B.P.
- Applied Logistic Regression David W. Hosmer, J.
- Asymptotic Methods in Analysis de Bruijn, N.G.
- Statistical Science v.7 Inference from iterative simulation using multiple sequence(with disscessed) Gelman, A.E.;Rubin, D.B.
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator v.82 no.438 Lewis, S.M.;Raftery, A.E.
- A Genertic Approach to Posterior Intergration Gibbs Sampling Muller, P.
- Technical Report, University of Cambridge Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms Roberts, G.O.;Gelman, A.;Gilks, W.R.
- Journal of American Statistics Association v.85 Unmasking multivariate outliers and leverage points(with discussion) Rousseeuw, P.J.;van Zomeren, B.C.
- Instruduction Statistical Review v.58 A survey of multivariate medians Small, G.G.
- Annals of Statistics v.22 Markov Chains for Exploring Posterior Distributions Tierney, L.
- Journal of American Statistics Association v.81 Accurate Approximations for Posterior Moments and Marginal Densities Tierney, L.;Kadane, J.B.
- Medical Decision Masking v.3 Methodology for the differential diagnosis of complex data-set : A case study using data from routine CT-scan examinations Wijesinha, A.;Begg, C.B.;Funkenstein, H.H.;McNeil, B.J.