Journal of Applied Econometrics, Vol. 24, No. 4 (Jun. - Jul., 2009), pp. 651-674 (24 pages) We consider the problem of variable selection in linear regression models. Bayesian model averaging has ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Linear regression is a fundamental statistical method used to model and understand the relationship between different variables. At its heart, it aims to find the best-fitting straight line that ...