Project CEMAPRE internal
| Title | Bayesian ANOVA |
| Participants | Gonzalo Garcia-Donato, Rui Paulo (Principal Investigator) |
| Summary | Having 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. |