Preprint: A Conceptual Introduction to Bayesian Model Averaging
Preprint: doi:10.31234/osf.io/wgb64 Abstract “Many statistical scenarios initially involve several candidate models that describe the data-generating process. Analysis often proceeds by first selecting the best model according to some criterion, and then learning about the parameters of this selected model. Crucially however, in this approach the parameter estimates are conditioned on the selected model, and any uncertainty about the model…
read more