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Abstract Details
Activity Number:
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73
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Type:
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Contributed
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Date/Time:
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Sunday, July 31, 2011 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract - #302390 |
Title:
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Partially Bayesian Variable Selection in Linear Regression
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Author(s):
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Douglas A. Noe*+
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Companies:
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Miami University
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Address:
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Department of Statistics, Oxford, OH, 45056,
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Keywords:
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qualitative prior ;
relative importance ;
LASSO
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Abstract:
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We consider the problem of variable selection for linear regression in the case where prior knowledge is qualitative in nature. Rather than specifying priors on coefficient parameters, we incorporate information about the relative importance of each available predictor variable. A modified LASSO procedure then aids in variable selection. We will illustrate the properties of our approach using widely-available data examples.
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Authors who are presenting talks have a * after their name.
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