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Author
Biskup Dariusz (Akademia Ekonomiczna we Wrocławiu)
Title
Bayesowski wybór modelu w regresji wielomianowej
Bayesian Model Choice in Multinomial Regression
Source
Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonometria (18), 2007, nr 1151, s. 50-63, rys., tab., bibliogr. 10 poz.
Issue title
Zastosowania metod ilościowych
Keyword
Modele regresji, Algorytmy, Symulacja
Regression models, Algorithms, Simulation
Note
summ.
Abstract
W artykule opisane zostanie zagadnienie wyboru modelu regresji jednej zmiennej, opisującej zależność pomiędzy zmienną objaśnianą Y a zmienną objaśniającą X, w sytuacji gdy funkcja regresji jest wielomianem dowolnego stopnia. (fragment tekstu)

The paper presents the problem of model choice in multinomial regression. The Bayesian solution to this problem has been presented in which the optimal model choice is equivalent to finding the model that is the most probable one. Computation of the model probabilities has been performed using the general algorithm of Reversible Jump Markov Chain Monte Carlo, which has been adapted to the specific problem of multinomial regression. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
Bibliography
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  8. Osiewalski J., Bayesowska estymacja i predykcja dla jednorównaniowych modeli ekonometrycznych, AE, Kraków 1991.
  9. Osiewalski J., Pipień M., Bayesian Comparison of Bivariate ARCH-Type Models for the Main Exchange Rates in Poland, "Journal of Econometrics" 2004, 123.
  10. Shafer G., Lindley's Paradox, "Journal of American Statistical Association" 1982, vol. 77, s. 325-334.
Cited by
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ISSN
0324-8445
1507-3866
Language
pol
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