Bayesian Model Averaging

• exposé - matière potentielle : the technique
• exposé
• fiche de synthèse - matière potentielle : statistics
• exposé - matière potentielle : bma

Bayesian Model Averaging: Theoretical developments and practical applications Jacob Montgomery Ph.D. candidate Duke University Brendan Nyhan RWJ Scholar in Health Policy Research University of Michigan March 10, 2010 Forthcoming, Political Analysis ABSTRACT Political science researchers typically conduct an idiosyncratic search of possible model configurations and then present a single specification to readers. This ap- proach systematically understates the uncertainty of our results, generates fragile model specifications, and leads to the estimation of bloated models with too many control variables.

• uncertainty about the effects of the variables of interest
• applications of the technique within the disci- pline
• posterior probability
• bma
• mk
• variables
• technique
• model
• models
• uncertainty