TY - JOUR T1 - BAYESIAN VARIABLE SELECTION IN LINEAR REGRESSION AND A COMPARISON AU - Yardımcı, Atilla AU - Erar, Aydın PY - 2001 DA - December JF - Hacettepe Journal of Mathematics and Statistics PB - Hacettepe University WT - DergiPark SN - 2651-477X SP - 63 EP - 76 VL - 31 LA - en AB - In this study, Bayesian approaches, such as Zellner, Occam's Windowand Gibbs sampling, have been compared in terms of selecting the correctsubset for the variable selection in a linear regression model. The aim ofthis comparison is to analyze Bayesian variable selection and the behaviorof classical criteria by taking into consideration the different values of $\beta$ and$\sigma$ and prior expected levels. KW - Bayesian variable selection KW - Prior distribution KW - Gibbs Sampling KW - Markov Chain Monte Carlo. CR - . . UR - https://dergipark.org.tr/en/pub/hujms/issue//530829 L1 - https://dergipark.org.tr/en/download/article-file/655355 ER -