메뉴 건너뛰기




Volumn 5, Issue 4, 2011, Pages 715-735

A bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression

Author keywords

Dirichlet process; Stochastic search; Variable selection

Indexed keywords


EID: 84860813282     PISSN: 15598608     EISSN: 15598616     Source Type: Journal    
DOI: 10.1080/15598608.2011.10483741     Document Type: Article
Times cited : (32)

References (40)
  • 2
    • 84876943680 scopus 로고
    • Demeaning conditioning diagnostics through centering (with discussion)
    • Belsley, D. A. 1984. Demeaning conditioning diagnostics through centering (with discussion). The American Statistician, 38: 73-93.
    • (1984) The American Statistician , vol.38 , pp. 73-93
    • Belsley, D.A.1
  • 5
    • 0002617436 scopus 로고
    • Ferguson distributions via polya urn schemes
    • Blackwell, D., and, MacQueen, J. B. 1973. Ferguson distributions via polya urn schemes. Annals of Statistics, 1: 353-355.
    • (1973) Annals of Statistics , vol.1 , pp. 353-355
    • Blackwell, D.1    MacQueen, J.B.2
  • 7
    • 39849102639 scopus 로고    scopus 로고
    • Simultaneous regression shrinkage, variable selection, and supervised clustering of predictors with OSCAR
    • DOI 10.1111/j.1541-0420.2007.00843.x
    • Bondell, H. D., and, Reich, B. J. 2008. Simultaneous regression shrinkage, variable selection, and supervised clustering of predictors with oscar. Biometrics, 64: 115-123. (Pubitemid 351316873)
    • (2008) Biometrics , vol.64 , Issue.1 , pp. 115-123
    • Bondell, H.D.1    Reich, B.J.2
  • 8
    • 62749175736 scopus 로고    scopus 로고
    • Simultaneous factor selection and collapsing levels in anova
    • Bondell, H. D., and, Reich, B. J. 2009. Simultaneous factor selection and collapsing levels in anova. Biometrics, 65: 169-177.
    • (2009) Biometrics , vol.65 , pp. 169-177
    • Bondell, H.D.1    Reich, B.J.2
  • 9
    • 84860814746 scopus 로고
    • Brickmaking and the collinear arts: A cautionary tale
    • Buse, A. 1994. Brickmaking and the collinear arts: A cautionary tale. Canadian Journal of Economics, 27: 408-414.
    • (1994) Canadian Journal of Economics , vol.27 , pp. 408-414
    • Buse, A.1
  • 10
    • 0000577656 scopus 로고
    • Participation in illegitimate activities: A theoretical and empirical investigation
    • Ehrlich, I. 1973. Participation in illegitimate activities: a theoretical and empirical investigation. Journal of Political Economy, 81: 521-567.
    • (1973) Journal of Political Economy , vol.81 , pp. 521-567
    • Ehrlich, I.1
  • 11
    • 0001100336 scopus 로고
    • The deterrent effect of capital punishment: A question of life or death
    • Ehrlich, I. 1975. The deterrent effect of capital punishment: a question of life or death. American Economic Review, 65: 397-417.
    • (1975) American Economic Review , vol.65 , pp. 397-417
    • Ehrlich, I.1
  • 12
    • 0001120413 scopus 로고
    • A Bayesian analysis of some nonparmetric problems
    • Ferguson, T. 1973. A Bayesian analysis of some nonparmetric problems. Annals of Statistics, 1 (2): 209-230.
    • (1973) Annals of Statistics , vol.1 , Issue.2 , pp. 209-230
    • Ferguson, T.1
  • 13
    • 84972492387 scopus 로고
    • Inference from iterative simulation using multiple sequences
    • Gelman, A., and, Rubin, D. 1992. Inference from iterative simulation using multiple sequences. Statistical Science, 7: 457-511.
    • (1992) Statistical Science , vol.7 , pp. 457-511
    • Gelman, A.1    Rubin, D.2
  • 19
    • 84954210596 scopus 로고    scopus 로고
    • Collinearity
    • Edited by: Baltagi, B. H. Blackwell Publishing. Chapter 12
    • Hill, R. C., and, Adkins, L. C. 2003. Collinearity. In A Companion to Theoretical Econometrics, Edited by: Baltagi, B. H. 256-278. Blackwell Publishing. Chapter 12
    • (2003) A Companion to Theoretical Econometrics , pp. 256-278
    • Hill, R.C.1    Adkins, L.C.2
  • 20
    • 84942484786 scopus 로고
    • Ridge regression: Biased estimation for nonorthogonal problems
    • Hoerl, A. E., and, Kennard, R. W. 1970. Ridge regression: Biased estimation for nonorthogonal problems. Technometrics, 12: 55-67.
    • (1970) Technometrics , vol.12 , pp. 55-67
    • Hoerl, A.E.1    Kennard, R.W.2
  • 21
    • 0036623091 scopus 로고    scopus 로고
    • Exact and approximate sum representations for the dirichlet process
    • Ishwaran, H., and, Zarepour, M. 2002. Exact and approximate sum representations for the dirichlet process. The Canadian Journal of Statistics, 30 (2): 269-283.
    • (2002) The Canadian Journal of Statistics , vol.30 , Issue.2 , pp. 269-283
    • Ishwaran, H.1    Zarepour, M.2
  • 22
    • 34247499818 scopus 로고
    • Eliminating problems caused by multicollinearity: A warning
    • Kennedy, P. 1982. Eliminating problems caused by multicollinearity: A warning. Journal of Economic Education, 13: 62-64.
    • (1982) Journal of Economic Education , vol.13 , pp. 62-64
    • Kennedy, P.1
  • 23
    • 0021019525 scopus 로고
    • On an inappropriate means of reducing multicollinearity
    • Kennedy, P. E. 1983. On an inappropriate means of reducing multicollinearity. Regional Science and Urban Economics, 13: 579-581.
    • (1983) Regional Science and Urban Economics , vol.13 , pp. 579-581
    • Kennedy, P.E.1
  • 24
    • 79956309875 scopus 로고    scopus 로고
    • Spiked dirichlet process prior for bayesian multiple hypothesis testing in random effects models
    • Kim, S., Dahl, D. B., and, Vannucci, M. 2009. Spiked dirichlet process prior for bayesian multiple hypothesis testing in random effects models. Bayesian Analysis, 4 (4): 707-732.
    • (2009) Bayesian Analysis , vol.4 , Issue.4 , pp. 707-732
    • Kim, S.1    Dahl, D.B.2    Vannucci, M.3
  • 25
  • 27
    • 31844452656 scopus 로고    scopus 로고
    • Density modeling and clustering using dirichlet diffusion trees
    • Oxford University Press
    • Neal, R. M. 2003. Density modeling and clustering using dirichlet diffusion trees. In Bayesian Statistics, Vol. 7, 619-629. Oxford University Press.
    • (2003) Bayesian Statistics , vol.7 , pp. 619-629
    • Neal, R.M.1
  • 28
    • 40249119787 scopus 로고    scopus 로고
    • Predictive performance of dirichlet process shrinkage methods in linear regression
    • Nott, D. J. 2008. Predictive performance of dirichlet process shrinkage methods in linear regression. Computational Statistics & Data Analysis, 52 (7): 3658-3669.
    • (2008) Computational Statistics & Data Analysis , vol.52 , Issue.7 , pp. 3658-3669
    • Nott, D.J.1
  • 30
    • 0742321914 scopus 로고    scopus 로고
    • Regression approaches for microarray data analysis
    • DOI 10.1089/106652703322756177
    • Segal, M. R., Dahlquist, K. D., and, Conklin, B. R. 2003. Regression approaches for microarray data analysis. Journal of Computational Biology, 10: 961-980. (Pubitemid 38156408)
    • (2003) Journal of Computational Biology , vol.10 , Issue.6 , pp. 961-980
    • Segal, M.R.1    Dahlquist, K.D.2    Conklin, B.R.3
  • 31
    • 13444302396 scopus 로고    scopus 로고
    • R2WinBUGS: A package for running WinBUGS from R
    • 3
    • Sturtz, S., Ligges, U., and, Gelman, A. 2005. R2winbugs: A package for running winbugs from R. Journal of Statistical Software, 12 (3): 1-16. (Pubitemid 40218003)
    • (2005) Journal of Statistical Software , vol.12 , pp. 1-16
    • Sturtz, S.1    Ligges, U.2    Gelman, A.3
  • 32
    • 84909653867 scopus 로고
    • On the use of incomplete prior information in regression analysis
    • Theil, H. 1963. On the use of incomplete prior information in regression analysis. Journal of the American Statistical Association, 58: 401-414.
    • (1963) Journal of the American Statistical Association , vol.58 , pp. 401-414
    • Theil, H.1
  • 33
    • 0002523046 scopus 로고
    • On pure and mixed statistical estimation in economics
    • Theil, H., and, Goldberger, A. S. 1961. On pure and mixed statistical estimation in economics. International Economic Review, 2 (1): 65-78.
    • (1961) International Economic Review , vol.2 , Issue.1 , pp. 65-78
    • Theil, H.1    Goldberger, A.S.2
  • 36
    • 0009011823 scopus 로고
    • Participation in illegitimate activities: Ehrlich revisited
    • Edited by: Blumstein, A. Cohen, J. and Nagin, D. National Academy of Sciences Press
    • Vandaele, W. 1978. Participation in illegitimate activities: Ehrlich revisited. In Deterrence and Incapacitation, Edited by: Blumstein, A., Cohen, J. and Nagin, D. 270-335. National Academy of Sciences Press.
    • (1978) Deterrence and Incapacitation , pp. 270-335
    • Vandaele, W.1
  • 38
    • 0242295767 scopus 로고    scopus 로고
    • Bayesian factor regression in the large p small n problem
    • Oxford University Press
    • West, M. 2003. Bayesian factor regression in the large p small n problem. In Bayesian Statistics, Vol. 7, 733-743. Oxford University Press.
    • (2003) Bayesian Statistics , vol.7 , pp. 733-743
    • West, M.1
  • 39
    • 0041495441 scopus 로고
    • Effect of composition of portland cement on heat evolved during hardening
    • Woods, H., Steinour, H. H., and, Starke, H. R. 1932. Effect of composition of portland cement on heat evolved during hardening. Industrial Engineering and Chemistry, 24: 1207-1214.
    • (1932) Industrial Engineering and Chemistry , vol.24 , pp. 1207-1214
    • Woods, H.1    Steinour, H.H.2    Starke, H.R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.