Zellner's g-prior

GPTKB entity

Statements (17)
Predicate Object
gptkbp:instanceOf statistical prior
gptkbp:appliesTo regression coefficients
gptkbp:assumes normal likelihood
https://www.w3.org/2000/01/rdf-schema#label Zellner's g-prior
gptkbp:introducedIn 1986
gptkbp:parameter g
gptkbp:priorCovariance g times inverse Fisher information
gptkbp:priorMean zero
gptkbp:priorType conjugate prior
gptkbp:proposedBy gptkb:Arnold_Zellner
gptkbp:relatedTo Bayesian statistics
Bayesian model averaging
gptkbp:usedFor model selection
variable selection
gptkbp:usedIn Bayesian linear regression
gptkbp:bfsParent gptkb:Arnold_Zellner
gptkbp:bfsLayer 7