JSM 2004 - Toronto

Abstract #301275

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Activity Number: 15
Type: Topic Contributed
Date/Time: Sunday, August 8, 2004 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #301275
Title: Model Selection for a K-level Categorical Regression Variable: Are All K Levels Necessary?
Author(s): Susan A. Alber*+ and Robert E. Weiss
Companies: University of California, Los Angeles and University of California, Los Angeles
Address: 4416 Fulton Ave. 10, Sherman Oaks, CA, 91423,
Keywords: model selection ; hierarchical models
Abstract:

We present a model selection approach for regression with a k-level categorical explanatory variable. The model space (M) contains all possible ways to partition the response means for the k groups into subsets with equal values. A hierarchical model is used with the prior for the k means conditional on M. Several different priors for M are considered. The method will be demonstrated using a six-level categorical treatment variable from a study on the effects of lead exposure.


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