A Bayesian approach to regression selection and estimation, with application to a price index for radio services

Atkinson, 1978, Posterior probabilities for choosing a regression model, Biometrika, 65, 39, 10.1093/biomet/65.1.39 Box, 1964, An analysis of transformations, Journal of the Royal Statistical Society, B 26, 211 Box, 1986, An analysis for unreplicated fractional factorials, Technometrics, 28, 11, 10.2307/1269599 Box, 1973 Brorsen, 1984, A hedonic price model for rough rice bid/acceptance markets, American Journal of Agricultural Economics, 66, 156, 10.2307/1241032 Chow, 1981, A Comparison of the information and posterior probability criteria for model selection, Journal of Econometrics, 16, 21, 10.1016/0304-4076(81)90073-7 Dickey, 1975, Bayesian alternatives to the F-test and least-squares estimate in the normal linear model, 515 Draper, 1987, Comment: On exchangeability judgments in predictive modeling and the role of data in statistical research, Statistical Science, 2, 434, 10.1214/ss/1177013122 Draper, 1988 Draper, 1987, A research agenda for assessment and propagation of model uncertainty Gaver, 1974, Discriminating among alternative models: Bayesian and non-Bayesian methods, 49 Geisel, 1973, Bayesian comparisons of simple macroeconomic models, Journal of Money, Credit and Banking, 5, 751, 10.2307/1991295 Griffiths, 1980, A note on a Bayesian estimator in an autocorrelated error model, Journal of Econometrics, 12, 389, 10.1016/0304-4076(80)90064-0 Halpern, 1973, Polynomial regression from a Bayesian approach, Journal of the American Statistical Association, 74, 153 Hodges, 1987, Uncertainty, policy analysis and statistics, Statistical Science, 2, 259, 10.1214/ss/1177013224 Jaynes, 1980, Discussion (Posterior odds ratios for selected regression hypotheses), 618 Jeffreys, 1967 Kendall, 1977 Leamer, 1978 Leamer, 1983, Let's take the con out of econometrics, American Economic Review, 73, 31 Leamer, 1983, Model choice and specification analysis, Vol. 1 Lindley, 1961, The use of prior probability distributions in statistical inference and decision, 453 Mitchell, 1988, Bayesian variable selection in regression, Journal of the American Statistical Association, 83, 1023, 10.2307/2290129 Ohta, 1976, Automobile prices revisited: Extensions of the hedonic hypothesis, 325 Ohta, 1986, Automobile prices and quality: Did the gasoline price increases change consumer tastes in the U.S.?, Journal of Business and Economic Statistics, 4, 187, 10.2307/1391318 Pericchi, 1984, An alternative to the standard Bayesian procedure for discrimination between normal linear models, Biometrika, 71, 575, 10.1093/biomet/71.3.575 Poirier, 1985, Bayesian hypotheses testing in linear models with continuously induced conjugate priors across hypotheses, 2, 711 Popkin, 1987 Schwarz, 1978, Estimating the dimension of a model, Annals of Statistics, 6, 461, 10.1214/aos/1176344136 Sims, 1988, Uncertainty across models, American Economic Review, Papers and Proceedings, 78, 163 Smith, 1980, Bayes factors and choice criteria for linear models, Journal of the Royal Statistical Society, B 42, 213 Spiegelhalter, 1982, Bayes factors for linear and log-linear models with vague prior information, Journal of the Royal Statistical Society, B 44, 377 Stewart, 1986, Bayesian posterior distributions over sets of possible models with inferences computed by Monte Carlo integration, The Statistician, 35, 175, 10.2307/2987521 Triplett, 1977, Assessing the quality error in output measures: The case of refrigerators, Review of Income and Wealth, 23, 137, 10.1111/j.1475-4991.1977.tb00008.x Zellner, 1971 Zellner, 1978, Estimation of functions of population means and regression coefficients including structural coefficients: A minimum expected loss (MELO) approach, Journal of Econometrics, 8, 127, 10.1016/0304-4076(78)90024-6 Zellner, 1984, Posterior odds ratios for regression hypotheses: General considerations and some specific results Zellner, 1980, Posterior odds ratios for selected regression hypotheses, 585 Zellner, 1980, Posterior odds ratios for selected regression hypotheses, 638 Zellner, 1974, Bayes-Stein estimators for k-means, regression and simultaneous equation models, 627