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Advances in Statistics
Table of Contents
Advances in Statistics
/
2014
/
Article
/
Tab 2
/
Research Article
A Focused Bayesian Information Criterion
Table 2
Linear regression example: selected (best) model according to the focus parameter (FoBMA) compared to its BIC rank and value, the probability that the focus is not null (100
(
)), its BMA mean (
), and standard deviation (
.
Focus
Best model (FoBMA)
-BIC
Rank
Mean
SD
51.6
34
97.5
1.4
0.53
52.1
30
6.3
0.007
0.04
52.2
29
100
2.13
0.51
52.5
23
75.4
0.67
0.42
51.2
45
24.6
0.22
0.40
50.9
46
2.1
0.003
0.08
52.3
27
5.2
−0.07
0.45
52.9
18
28.9
−0.02
0.04
52.5
22
89.6
0.09
0.05
52.3
28
11.9
−0.04
0.14
54.7
3
83.9
0.27
0.19
51.4
37
33.8
0.20
0.35
53.1
14
100.0
1.38
0.33
52.4
25
98.8
−0.25
0.10
52.9
18
44.5
−0.13
0.18