Replicating the Body Fat Example from "Bayesian Model Averaging: A Tutorial" (1999) with BMS in R

Monday 07 February 2011 at 3:19 pm

In their paper Bayesian Model Averaging: A Tutorial (Statistical Science 14(4), 1999, pp. 382-401), Hoeting, Madigan, Raftery and Volinsky (HMRV) do an exercise in Bayesian Model Averaging (BMA) at pp.394-397 in estimating body fat data from Johnson (1996): "Fitting Percentage of Body Fat to Simple Body Measurements"; Journal of Statistics Education 4(1).
This tutorial shows how to reproduce the results with the R-package BMS.

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Reproducing the BMA exercise of Fernández, Ley and Steel (2001) in R

Monday 07 February 2011 at 2:17 pm

In their paper Model uncertainty in cross-country growth regressions (Journal of Applied Econometrics 2001), Fernández, Ley and Steel (FLS) demonstrate the use of Bayesian Model Averaging (BMA) for a cross-section economic growth data set. This tutorial shows how to reproduce the results with the R-package BMS.
A video tutorial (09:56) summarizes the essential part of this web tutorial.

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