Variable selection for partially linear models via Bayesian subset modeling with diffusing prior

Keyphrases

• Partially Linear Model 100%
• Selection Strategy 25%
• Simulation Study 25%
• One-step Method 25%
• True Model 25%
• Multicollinearity 25%
• Gibbs Sampling 25%
• Study Support 25%
• Model Selection Strategy 25%
• Posterior Probability 25%
• Estimation Error 25%
• Exponential Rate 25%
• Supermarkets 25%
• Nonparametric Component 25%
• Two-step Estimation 25%
• Model Selection Consistency 25%
• Linear Components 25%
• Bayesian Variable Selection 25%
• New Proposal 25%
• Difference-based Method 25%

Mathematics

• Bayesian 100%
• Linear Models 100%
• Model Selection 50%
• Covariate 50%
• Simulation Study 25%
• True Model 25%
• Probability Theory 25%
• Residuals 25%
• Correlated Predictor 25%
• Select Variable 25%
• Exponential Rate 25%
• Step Method 25%
• Multicollinearity 25%