Book
A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications
| العنوان: | A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications |
|---|---|
| المؤلفون: | Crespo Cuaresma, Jesus, Grün, Bettina, Hofmarcher, Paul, Humer, Stefan, Moser, Mathias |
| بيانات النشر: | WU Vienna University of Economics and Business, 2015. |
| سنة النشر: | 2015 |
| المجموعة: | Wirtschaftsuniversität Wien |
| مصطلحات موضوعية: | RVK QH 233, JEL C11, C55, O40, Bayesian Model Averaging / Jointness / Robust Growth Determinants / Machine Learning / Association Rules / Bayes-Verfahren / Wirtschaftswachstum / robuste Statistik |
| الوصف: | Posterior analysis in Bayesian model averaging (BMA) applications often includes the assessment of measures of jointness (joint inclusion) across covariates. We link the discussion of jointness measures in the econometric literature to the literature on association rules in data mining exercises. We analyze a group of alternative jointness measures that include those proposed in the BMA literature and several others put forward in the field of data mining. The way these measures address the joint exclusion of covariates appears particularly important in terms of the conclusions that can be drawn from them. Using a dataset of economic growth determinants, we assess how the measurement of jointness in BMA can affect inference about the structure of bivariate inclusion patterns across covariates. (authors' abstract) Series: Department of Economics Working Paper Series |
| Original Identifier: | oai:epub.wu-wien.ac.at:4493 |
| نوع الوثيقة: | Paper |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://www.wu.ac.at/economics/forschung/wp; http://epub.wu.ac.at/4493/ |
| الاتاحة: | http://epub.wu.ac.at/4493/1/wp193.pdf |
| رقم الانضمام: | edsndl.VIENNA.oai.epub.wu.wien.ac.at.4493 |
| قاعدة البيانات: | Networked Digital Library of Theses & Dissertations |
| الوصف غير متاح. |