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 (.

FocusBest model (FoBMA) -BICRankMeanSD

51.63497.51.40.53
52.1306.30.0070.04
52.2291002.130.51
52.52375.40.670.42
51.24524.60.220.40
50.9462.10.0030.08
52.3275.2−0.070.45
52.91828.9−0.020.04
52.52289.60.090.05
52.32811.9−0.040.14
54.7383.90.270.19
51.43733.80.200.35
53.114100.01.380.33
52.42598.8−0.250.10
52.91844.5−0.130.18