Research projects

Project CEMAPRE internal

TitleBayesian ANOVA
ParticipantsGonzalo Garcia-Donato, Rui Paulo (Principal Investigator)
SummaryHaving obtained methodology that addresses the problem of including factors in variable selection
problems, we wish to further pursue research in this area. Our methodology is Bayesian, fully
automatic, requires no reparametrization to address the rank-deficiency problem, and automatically
accounts for multiplicity issues. It does not, however, allow for the inclusion of interaction
terms. Further theoretical results are needed to justify the approach, along with extensive
simulation studies which compare it with alternative methodologies. Additionally, we need to explore
the model averaging possibilities that come with the methodology in real life examples.