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bea1
2010 Aug 10
2
question about bayesian model selection for quantile regression
Hi All:
Recently I am researching my dissertation about the quantile model selection
by bayesian approach. I have the dependent variable(return) and 16
independent variables and I need to select the best variable for each
quantile of return. And the method I used is the bayesian approach, which is
based on calculating the posterior distibution of model identifier. In other
words, I need to obtain