data(Ozone35)
y
x4
x5
x6
x7
x8
x9
x10
x4.x4
x4.x5
x4.x6
x4.x7
x4.x8
x4.x9
x4.x10
x5.x5
x5.x6
x5.x7
x5.x8
x5.x9
x5.x10
x6.x6
x6.x7
x6.x8
x6.x9
x6.x10
x7.x7
x7.x8
x7.x9
x7.x10
x8.x8
x8.x9
x8.x10
x9.x9
x9.x10
x10.x10
BayesVarSel
implemented in GibbsBvs
).
This data were previously used by Casella and Moreno (2006) and Berger and Molina (2005) and concern N = 178 measures of ozone concentration in the atmosphere. Of the 10 main effects originally considered, we only make use of those with an atmospheric meaning x4 to x10, as was done by Liang et al. (2008). We then have 7 main effects which, jointly with the quadratic terms and second order interactions, produce the above-mentioned p = 35 possible regressors.