This tutorial should illustrate how to employ bms with panel data. For the purpose of illustration we will use the data put forward in Moral-Benito (2011) and made publicly available at [Read more...]

This tutorial illustrates how to use Bayesian Model Averaging (BMA) with panel data using the R package BMS.Contents Introduction Fixed Effects Estimation by Demeaning the Data Fixed Effects Estimation with Dummy Variables Bibliography Downloads A ... [Read more...]

Version of 0.3.0 of the Bayesian Model Averaging package BMS has been released. Apart from numerous bugfixes, BMS 0.3.0 includes two main additions: The ability in bms to keep certain fixed regressors to be included in all sampled models The option t... [Read more...]

In their paper Bayesian Model Averaging: A Tutorial (Statistical Science 14(4), 1999, pp. 382-401), Hoeting, Madigan, Raftery and Volinsky (HMRV) do an exercise in Bayesian Model Averaging (BMA) at pp.394-397 in estimating body fat data from Johnson (... [Read more...]

This file illustrates the computer code to use spatial filtering in the context of Bayesian Model Averaging (BMA). For more details and in case you use the code please cite Crespo Cuaresma and Feldkircher (2010). In addition, this tutorial exists as ... [Read more...]