@article{article_530829, title={BAYESIAN VARIABLE SELECTION IN LINEAR REGRESSION AND A COMPARISON}, journal={Hacettepe Journal of Mathematics and Statistics}, volume={31}, pages={63–76}, year={2001}, author={Yardımcı, Atilla and Erar, Aydın}, keywords={Bayesian variable selection,Prior distribution,Gibbs Sampling,Markov Chain Monte Carlo.}, abstract={<div>In this study, Bayesian approaches, such as Zellner, Occam’s Window </div> <div>and Gibbs sampling, have been compared in terms of selecting the correct </div> <div>subset for the variable selection in a linear regression model. The aim of </div> <div>this comparison is to analyze Bayesian variable selection and the behavior </div> <div>of classical criteria by taking into consideration the different values of $\beta$ and </div> <div>$\sigma$ and prior expected levels. </div>}, publisher={Hacettepe University}