You regard m potential models, M1,, Mm, to be (a priori) equally likely. Use Bayes theorem to
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You regard m potential models, M1,…, Mm, to be (a priori) equally likely.
Use Bayes’ theorem to conduct Bayesian model averaging by finding an expression for the posterior P(Mi ∣ y) in terms of the marginal {P(y ∣ Mj)}
for the models (integrating out the parameters). Extend the result to possibly unequal prior probabilities {P(Mi)}.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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