메뉴 건너뛰기




Volumn 30, Issue 2, 2015, Pages 242-257

Approximate Bayesian model selection with the deviance statistic

Author keywords

Bayes factor; Deviance; G prior; Generalized linear model; Model selection; Shrinkage

Indexed keywords


EID: 84930895045     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-STS510     Document Type: Article
Times cited : (24)

References (42)
  • 1
    • 4043135554 scopus 로고    scopus 로고
    • Optimal predictive model selection
    • BARBIERI, M. M. and BERGER, J. O. (2004). Optimal predictive model selection. Ann. Statist. 32 870-897.
    • (2004) Ann. Statist , vol.32 , pp. 870-897
    • Barbieri, M.M.1    Berger, J.O.2
  • 2
    • 84868213569 scopus 로고    scopus 로고
    • Criteria for Bayesian model choice with application to variable selection
    • BAYARRI, M. J., BERGER, J. O., FORTE, A. and GARCÍADONATO, G. (2012). Criteria for Bayesian model choice with application to variable selection. Ann. Statist. 40 1550-1577.
    • (2012) Ann. Statist , vol.40 , pp. 1550-1577
    • Bayarri, M.J.1    Berger, J.O.2    Forte, A.3    Garcíadonato, G.4
  • 3
    • 0042107603 scopus 로고    scopus 로고
    • Objective Bayesian methods for model selection: Introduction and comparison
    • P. Lahiri, eds.). Institute of Mathematical Statistics Lecture Notes-Monograph Series, IMS, Beachwood, OH
    • BERGER, J. O. and PERICCHI, L. R. (2001). Objective Bayesian methods for model selection: Introduction and comparison. In Model Selection (P. Lahiri, eds.). Institute of Mathematical Statistics Lecture Notes-Monograph Series 38 135-207. IMS, Beachwood, OH.
    • (2001) Model Selection , vol.38 , pp. 135-207
    • Berger, J.O.1    Pericchi, L.R.2
  • 4
    • 84950900304 scopus 로고
    • Testing a point null hypothesis: Irreconcilability of p-values and evidence
    • BERGER, J. O. and SELLKE, T. (1987). Testing a point null hypothesis: Irreconcilability of p-values and evidence. J. Amer. Statist. Assoc. 82 112-139.
    • (1987) J. Amer. Statist. Assoc , vol.82 , pp. 112-139
    • Berger, J.O.1    Sellke, T.2
  • 7
    • 0031160755 scopus 로고    scopus 로고
    • Using regression models for prediction: Shrinkage and regression to the mean
    • COPAS, J. B. (1997). Using regression models for prediction: Shrinkage and regression to the mean. Stat. Methods Med. Res. 6 167-183.
    • (1997) Stat. Methods Med. Res , vol.6 , pp. 167-183
    • Copas, J.B.1
  • 8
    • 0000149045 scopus 로고
    • Two further applications of a model for binary regression
    • COX, D. R. (1958). Two further applications of a model for binary regression. Biometrika 45 562-565.
    • (1958) Biometrika , vol.45 , pp. 562-565
    • Cox, D.R.1
  • 9
    • 37249067120 scopus 로고    scopus 로고
    • Empirical Bayes vs. fully Bayes variable selection
    • CUI, W. and GEORGE, E. I. (2008). Empirical Bayes vs. fully Bayes variable selection. J. Statist. Plann. Inference 138 888-900.
    • (2008) J. Statist. Plann. Inference , vol.138 , pp. 888-900
    • Cui, W.1    George, E.I.2
  • 10
    • 0010827738 scopus 로고
    • The limiting distribution of the likelihood ratio statistic under a class of local alternatives
    • DAVIDSON, R. R. and LEVER, W. E. (1970). The limiting distribution of the likelihood ratio statistic under a class of local alternatives. Sankhy-a Ser. A 32 209-224.
    • (1970) , vol.32 , pp. 209-224
    • Davidson, R.R.1    Lever, W.E.2
  • 11
    • 26444433586 scopus 로고
    • Bayesian statistical inference for psychological research
    • EDWARDS, W., LINDMAN, H. and SAVAGE, L. J. (1963). Bayesian statistical inference for psychological research. Psychological Review 70 193-242.
    • (1963) Psychological Review , vol.70 , pp. 193-242
    • Edwards, W.1    Lindman, H.2    Savage, L.J.3
  • 12
    • 18044404766 scopus 로고    scopus 로고
    • Benchmark priors for Bayesian model averaging
    • FERNÁNDEZ, C., LEY, E. and STEEL, M. F. J. (2001). Benchmark priors for Bayesian model averaging. J. Econometrics 100 381-427.
    • (2001) J. Econometrics , vol.100 , pp. 381-427
    • Fernández, C.1    Ley, E.2    Steel, M.F.J.3
  • 13
    • 21844523862 scopus 로고
    • The risk inflation criterion for multiple regression
    • FOSTER, D. P. and GEORGE, E. I. (1994). The risk inflation criterion for multiple regression. Ann. Statist. 22 1947-1975.
    • (1994) Ann. Statist , vol.22 , pp. 1947-1975
    • Foster, D.P.1    George, E.I.2
  • 14
    • 84954899977 scopus 로고
    • On prior distributions for binary trials
    • GEISSER, S. (1984). On prior distributions for binary trials. Amer. Statist. 38 244-251.
    • (1984) Amer. Statist , vol.38 , pp. 244-251
    • Geisser, S.1
  • 15
    • 0001729472 scopus 로고    scopus 로고
    • Calibration and empirical Bayes variable selection
    • GEORGE, E. I. and FOSTER, D. P. (2000). Calibration and empirical Bayes variable selection. Biometrika 87 731-747.
    • (2000) Biometrika , vol.87 , pp. 731-747
    • George, E.I.1    Foster, D.P.2
  • 16
    • 33947274775 scopus 로고    scopus 로고
    • Strictly proper scoring rules, prediction, and estimation
    • GNEITING, T. and RAFTERY, A. E. (2007). Strictly proper scoring rules, prediction, and estimation. J. Amer. Statist. Assoc. 102 359-378.
    • (2007) J. Amer. Statist. Assoc , vol.102 , pp. 359-378
    • Gneiting, T.1    Raftery, A.E.2
  • 17
    • 0033564491 scopus 로고    scopus 로고
    • Toward evidence-based medical statistics. 1: The P -value fallacy
    • GOODMAN, S. N. (1999a). Toward evidence-based medical statistics. 1: The P -value fallacy. Annals of Internal Medicine 130 995-1004.
    • (1999) Annals of Internal Medicine , vol.130 , pp. 995-1004
    • Goodman, S.N.1
  • 18
    • 0033564152 scopus 로고    scopus 로고
    • Toward evidence-based medical statistics. 2: The Bayes factor
    • GOODMAN, S. N. (1999b). Toward evidence-based medical statistics. 2: The Bayes factor. Annals of Internal Medicine 130 1005-1013.
    • (1999) Annals of Internal Medicine , vol.130 , pp. 1005-1013
    • Goodman, S.N.1
  • 19
    • 84930914240 scopus 로고    scopus 로고
    • Bayesian tree models priors and posterior approximations
    • Master's thesis, Univ. Zurich
    • GRAVESTOCK, I. (2014). Bayesian tree models priors and posterior approximations. Master's thesis, Univ. Zurich.
    • (2014)
    • Gravestock, I.1
  • 21
    • 1142277415 scopus 로고    scopus 로고
    • Frequentist model average estimators
    • HJORT, N. L. and CLAESKENS, G. (2003). Frequentist model average estimators. J. Amer. Statist. Assoc. 98 879-899.
    • (2003) J. Amer. Statist. Assoc , vol.98 , pp. 879-899
    • Hjort, N.L.1    Claeskens, G.2
  • 24
    • 43749095435 scopus 로고    scopus 로고
    • Properties of Bayes factors based on test statistics
    • JOHNSON, V. E. (2008). Properties of Bayes factors based on test statistics. Scand. J. Stat. 35 354-368.
    • (2008) Scand. J. Stat , vol.35 , pp. 354-368
    • Johnson, V.E.1
  • 25
    • 27944462549 scopus 로고
    • A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion
    • KASS, R. E. and WASSERMAN, L. (1995). A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion. J. Amer. Statist. Assoc. 90 928-934.
    • (1995) J. Amer. Statist. Assoc , vol.90 , pp. 928-934
    • Kass, R.E.1    Wasserman, L.2
  • 26
    • 0018195038 scopus 로고
    • Efficient screening of nonnormal regression models
    • LAWLESS, J. F. and SINGHAL, K. (1978). Efficient screening of nonnormal regression models. Biometrics 34 318-327.
    • (1978) Biometrics , vol.34 , pp. 318-327
    • Lawless, J.F.1    Singhal, K.2
  • 27
    • 0028918696 scopus 로고
    • Predictors of 30-day mortality in the era of reperfusion for acute myocardial infarction: Results from an international trial of 41,021 patients
    • LEE, K. L., WOODLIEF, L. H., TOPOL, E. J., WEAVER, W. D., BETRIU, A., COL, J., SIMOONS, M., AYLWARD, P., VAN DE WERF, F. andCALIFF, R. M. (1995). Predictors of 30-day mortality in the era of reperfusion for acute myocardial infarction: Results from an international trial of 41,021 patients. Circulation 91 1659-1668.
    • (1995) Circulation , vol.91 , pp. 1659-1668
    • Lee, K.L.1    Woodlief, L.H.2    Topol, E.J.3    Weaver, W.D.4    Betriu, A.5    Col, J.6    Simoons, M.7    Aylward, P.8    Van De Werf, F.9    Califf, R.M.10
  • 29
    • 0000810338 scopus 로고
    • A statistical paradox
    • LINDLEY, D. V. (1957). A statistical paradox. Biometrika 44 187-192.
    • (1957) Biometrika , vol.44 , pp. 187-192
    • Lindley, D.V.1
  • 30
    • 84930896809 scopus 로고    scopus 로고
    • Bayesian variable selection based on test statistics
    • Master's thesis, Univ. Zurich
    • MALAGUERRA, A. (2012). Bayesian variable selection based on test statistics. Master's thesis, Univ. Zurich.
    • (2012)
    • Malaguerra, A.1
  • 31
    • 79953654016 scopus 로고    scopus 로고
    • Practical variable selection for generalized additive models
    • MARRA, G. andWOOD, S. N. (2011). Practical variable selection for generalized additive models. Comput. Statist. Data Anal. 55 2372-2387.
    • (2011) Comput. Statist. Data Anal , vol.55 , pp. 2372-2387
    • Marra, G.1    Wood, S.N.2
  • 32
    • 0001414179 scopus 로고
    • Generalized linear models
    • NELDER, J. A. and WEDDERBURN, R. W. M. (1972). Generalized linear models. J. Roy. Statist. Soc. Ser. A 135 370-384.
    • (1972) , vol.135 , pp. 370-384
    • Nelder, J.A.1    Wedderburn, R.W.M.2
  • 33
    • 62849120031 scopus 로고    scopus 로고
    • Approximate Bayesian inference for latent Gaussian models using integrated nested Laplace approximations (with discussion)
    • RUE, H., MARTINO, S. and CHOPIN, N. (2009). Approximate Bayesian inference for latent Gaussian models using integrated nested Laplace approximations (with discussion). J. Roy. Statist. Soc. Ser. B 71 319-392.
    • (2009) , vol.71 , pp. 319-392
    • Rue, H.1    Martino, S.2    Chopin, N.3
  • 34
    • 82455175692 scopus 로고    scopus 로고
    • Hyper-g priors for generalized linear models
    • SABANÉS BOVÉ, D. and HELD, L. (2011a). Hyper-g priors for generalized linear models. Bayesian Anal. 6 387-410.
    • (2011) Bayesian Anal , vol.6 , pp. 387-410
    • Sabanés Bové, D.1    Held, L.2
  • 35
    • 79958233615 scopus 로고    scopus 로고
    • Bayesian fractional polynomials
    • SABANÉS BOVÉ, D. and HELD, L. (2011b). Bayesian fractional polynomials. Stat. Comput. 21 309-324.
    • (2011) Stat. Comput , vol.21 , pp. 309-324
    • Sabanés Bové, D.1    Held, L.2
  • 36
    • 84931068928 scopus 로고    scopus 로고
    • Mixtures of g-priors for generalised additive model selection with penalised splines
    • SABANÉS BOVÉ, D., HELD, L. and KAUERMANN, G. (2014). Mixtures of g-priors for generalised additive model selection with penalised splines. J. Comput. Graph. Statist. DOI: 10.1080/10618600.2014.912136.
    • (2014) J. Comput. Graph. Statist.
    • Sabanés Bové, D.1    Held, L.2    Kauermann, G.3
  • 37
    • 77953071298 scopus 로고    scopus 로고
    • Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
    • SCOTT, J. G. and BERGER, J. O. (2010). Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. Ann. Statist. 38 2587-2619.
    • (2010) Ann. Statist , vol.38 , pp. 2587-2619
    • Scott, J.G.1    Berger, J.O.2
  • 38
    • 0035630521 scopus 로고    scopus 로고
    • Calibration of p-values for testing precise null hypotheses
    • SELLKE, T., BAYARRI, M. J. and BERGER, J. O. (2001). Calibration of p-values for testing precise null hypotheses. Amer. Statist. 55 62-71.
    • (2001) Amer. Statist , vol.55 , pp. 62-71
    • Sellke, T.1    Bayarri, M.J.2    Berger, J.O.3
  • 40
    • 0025151933 scopus 로고
    • Predictive value of statistical models
    • VAN HOUWELINGEN, J. C. and LE CESSIE, S. (1990). Predictive value of statistical models. Stat. Med. 9 1303-1325.
    • (1990) Stat. Med , vol.9 , pp. 1303-1325
    • Van Houwelingen, J.C.1    Le Cessie, S.2
  • 41
    • 0002817906 scopus 로고
    • On assessing prior distributions and Bayesian regression analysis with g-prior distributions
    • P. K. Goel and A. Zellner, eds.). Stud. Bayesian Econometrics Statist, North-Holland, Amsterdam
    • ZELLNER, A. (1986). On assessing prior distributions and Bayesian regression analysis with g-prior distributions. In Bayesian Inference and Decision Techniques (P. K. Goel and A. Zellner, eds.). Stud. Bayesian Econometrics Statist. 6 233-243. North-Holland, Amsterdam.
    • (1986) Bayesian Inference and Decision Techniques , vol.6 , pp. 233-243
    • Zellner, A.1
  • 42
    • 0039026915 scopus 로고
    • Posterior odds ratios for selected regression hypotheses
    • J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, eds, Univ. Valencia Press, Valencia
    • ZELLNER, A. and SIOW, A. (1980). Posterior odds ratios for selected regression hypotheses. In Bayesian Statistics: Proceedings of the First International Meeting Held in Valencia (J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, eds.) 585-603. Univ. Valencia Press, Valencia.
    • (1980) Bayesian Statistics: Proceedings of the First International Meeting Held in Valencia , pp. 585-603
    • Zellner, A.1    Siow, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.