Deriving Proper Uniform Priors for Regression Coefficients, Parts I, II, and III

Deriving Proper Uniform Priors for Regression Coefficients, Parts I, II, and III

It is a relatively well-known fact that in problems of Bayesian model selection, improper priors should, in general, be avoided. In this paper we will derive and discuss a collection of four proper uniform priors which lie on an ascending scale of informativeness. It will turn out that these priors...

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Bibliographic Details
Main Authors: H.R. Noel van Erp, Ronald. O. Linger, Pieter H.A.J.M. van Gelder
Format: Article
Language:English
Published: MDPI AG 2017-05-01
Series:Entropy
Subjects:
proper uniform priors
regression coefficients
Bayesian
model selection
Akaike Information Criterion (AIC)
Bayesian Information Criterion (BIC)
non-linear
regression analysis
splines
Online Access:http://www.mdpi.com/1099-4300/19/6/250

Internet

http://www.mdpi.com/1099-4300/19/6/250

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