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BMA (version 3.18.19)

MC3.REG.choose: Helper function to MC3.REG

Description

Helper function to MC3.REG that chooses the proposal model for a Metropolis-Hastings step.

Usage

MC3.REG.choose(M0.var, M0.out)

Value

A list representing the proposal model, with components

var

a logical vector specifying the variables in the proposal model.

out

a logical vector specifying the outliers in the proposal model.

Arguments

M0.var

a logical vector specifying the variables in the current model.

M0.out

a logical vector specifying the outliers in the current model.

Author

Jennifer Hoeting jennifer.hoeting@gmail.com with the assistance of Gary Gadbury. Translation from Splus to R by Ian Painter ian.painter@gmail.com.

References

Bayesian Model Averaging for Linear Regression Models Adrian E. Raftery, David Madigan, and Jennifer A. Hoeting (1997). Journal of the American Statistical Association, 92, 179-191.

A Method for Simultaneous Variable and Transformation Selection in Linear Regression Jennifer Hoeting, Adrian E. Raftery and David Madigan (2002). Journal of Computational and Graphical Statistics 11 (485-507)

A Method for Simultaneous Variable Selection and Outlier Identification in Linear Regression Jennifer Hoeting, Adrian E. Raftery and David Madigan (1996). Computational Statistics and Data Analysis, 22, 251-270

Earlier versions of these papers are available via the World Wide Web using the url: https://www.stat.colostate.edu/~jah/papers/

See Also

MC3.REG, For.MC3.REG, MC3.REG.logpost