Print Email Facebook Twitter Deriving proper uniform priors for regression coefficients, Parts I, II, and III Title Deriving proper uniform priors for regression coefficients, Parts I, II, and III Author van Erp, H.R.N. (TU Delft Safety and Security Science) Linger, R.O. (TU Delft Safety and Security Science) van Gelder, P.H.A.J.M. (TU Delft Safety and Security Science) Date 2017 Abstract It is a relatively well-known fact that in problems of Bayesian model selection, improper priors should, in general, be avoided. In this paper we will derive and discuss a collection of four proper uniform priors which lie on an ascending scale of informativeness. It will turn out that these priors lead us to evidences that are closely associated with the implied evidence of the Bayesian Information Criterion (BIC) and the Akaike Information Criterion (AIC). All the discussed evidences are then used in two small Monte Carlo studies, wherein for different sample sizes and noise levels the evidences are used to select between competing C-spline regression models. Also, there is given, for illustrative purposes, an outline on how to construct simple trivariate C-spline regression models. In regards to the length of this paper, only one half of this paper consists of theory and derivations, the other half consists of graphs and outputs of the two Monte Carlo studies. Subject Akaike Information Criterion (AIC)BayesianBayesian Information Criterion (BIC)Model selectionNon-linearProper uniform priorsRegression analysisRegression coefficientsSplines To reference this document use: http://resolver.tudelft.nl/uuid:e6774049-9163-42aa-b115-d6cb4463cc72 DOI https://doi.org/10.3390/e19060250 ISSN 1099-4300 Source Entropy: international and interdisciplinary journal of entropy and information studies, 19 (6), 1-56 Part of collection Institutional Repository Document type journal article Rights © 2017 H.R.N. van Erp, R.O. Linger, P.H.A.J.M. van Gelder Files PDF entropy_19_00250_v2.pdf 12.19 MB Close viewer /islandora/object/uuid:e6774049-9163-42aa-b115-d6cb4463cc72/datastream/OBJ/view