Stochastic search variable selection for log-linear models

Abstract

We develop a Markov chain Monte Carlo algorithm, based on 'stochastic search variable selection' (George and McCuUoch, 1993), for identifying promising log-linear models. The method may be used in the analysis of multi-way contingency tables where the set of plausible models is very large

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Southampton (e-Prints Soton)

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Last time updated on 05/04/2012

This paper was published in Southampton (e-Prints Soton).

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