G-prior

In statistics, the g-prior is an objective prior for the regression coefficients of a multiple regression. It was introduced by Arnold Zellner.It is a key tool in Bayes and empirical Bayes variable selection.

G-prior

In statistics, the g-prior is an objective prior for the regression coefficients of a multiple regression. It was introduced by Arnold Zellner.It is a key tool in Bayes and empirical Bayes variable selection.