Shrinkage Priors and Selection
Abstract
In this lecture we look at model comparison using ANOVA and sequential F tests.
Readings: Christensen Chapter 15 and Hoff Chapter 9
In this lecture we look at model comparison using ANOVA and sequential F tests. We use added variable plots to illustrate the importance of variables after adjusting for other terms, providing a visual version of t and F tests. The methods are illustrated using data on climate change.
