Predictive Variable Selection in Generalized Linear Models
广义线性模型中的预测式变量选择
Here we extend predictive method for model selection of Laud and Ibrahim to the generalized linear model. This prescription avoids the need to directly specify prior probabilities of models and prior densities for the parameters. Instead, a prior prediction for the response induces the required priors. We propose normal and conjugate priors for generalized linear models, each using a single prior prediction for the mean response to induce suitable priors for each…