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
- vara logical vector specifying the variables in the proposal model.
- outa logical vector specifying the outliers in the proposal model.
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:
http://www.stat.colostate.edu/~jah/papers/