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Bayesian model averaging in longitudinal studies using Bayesian variable selection methods

Bayesian model averaging in longitudinal studies using Bayesian variable selection methods

Parameter estimation is often considered as a post model selection problem, i.e., the parameters of interest are often estimated based on “the best” model. However, this approach does not take into account that “the best” model was selected from a set of possible models. Ignoring this uncertainty may lead to …