Approximate Bayes Factors for Generalized Linear Models

@inproceedings{Raftery2007ApproximateBF,
  title={Approximate Bayes Factors for Generalized Linear Models},
  author={AdrianE. Raftery},
  year={2007}
}
  • AdrianE. Raftery
  • Published 2007
Ways of obtaining approximate Bayes factors for generalized linear models are proposed.,basedon aSYllthesisof the Laplace method for integrals (Tierney and Kadaae, 1986) with the robllst Bayesi(Ul vie\Vpoint (Berger and Sellke, 1987). This permits the calculation ofthe .posterior probabilities of all the models considered, thus overcoming the difficulties associated with multiple inference and non-nested models. It provides ways of comparing link functions as well as sets of covariates, The… CONTINUE READING

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