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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Czado, C. and Raftery, A.E. 
Titel:
Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors 
Abstract:
One important component of model selection using generalized linear models (GLM) is the choice of a link function. We propose using approximate Bayes factors to assess the improvement in fit over a GLM with canonical link when a parametric link family is used. The approximate Bayes factors are calculated using the Laplace approximations given in [32], together with a reference set of prior distributions. This methodology can be used to differentiate between different parametric link families...    »
 
Stichworte:
Bayes factors; link function; GLM, model selection; reference prior. 
Zeitschriftentitel:
Statistical Papers 
Jahr:
2006 
Band / Volume:
47 
Heft / Issue:
Seitenangaben Beitrag:
419-442 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
Semester:
SS 06 
Format:
Text